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We survey key techniques and results from approximation theory in the context of uniform approximations to real functions such as e^{-x}, 1/x, and x^k. We then present a selection of results demonstrating how such approximations can be used…

Data Structures and Algorithms · Computer Science 2013-09-20 Sushant Sachdeva , Nisheeth Vishnoi

The paper considers functional linear regression, where scalar responses $Y_1,...,Y_n$ are modeled in dependence of random functions $X_1,...,X_n$. We propose a smoothing splines estimator for the functional slope parameter based on a…

Statistics Theory · Mathematics 2009-02-26 Christophe Crambes , Alois Kneip , Pascal Sarda

We improve the Modified Winitzki's Approximation of the error function $erf(x)\cong \sqrt{1-e^{-x^2\frac{\frac{4}{\pi}+0.147x^2}{1+0.147x^2}}}$ which has error $|\varepsilon (x)| < 1.25 \cdot 10^{-4}$ $\forall x \ge 0$ till reaching 4…

Computation · Statistics 2012-01-09 A. Soranzo , E. Epure

We adapt Stein's method of diffusion approximations, developed by Barbour, to the study of chaotic dynamical systems. We establish an error bound in the functional central limit theorem with respect to an integral probability metric of…

Dynamical Systems · Mathematics 2025-11-05 Juho Leppänen , Yuto Nakajima , Yushi Nakano

Error bound conditions (EBC) are properties that characterize the growth of an objective function when a point is moved away from the optimal set. They have recently received increasing attention in the field of optimization for developing…

Machine Learning · Statistics 2018-05-15 Mingrui Liu , Xiaoxuan Zhang , Lijun Zhang , Rong Jin , Tianbao Yang

A common approach for minimizing a smooth nonlinear function is to employ finite-difference approximations to the gradient. While this can be easily performed when no error is present within the function evaluations, when the function is…

Optimization and Control · Mathematics 2022-03-24 Hao-Jun Michael Shi , Yuchen Xie , Melody Qiming Xuan , Jorge Nocedal

Many computer vision and human-computer interaction applications developed in recent years need evaluating complex and continuous mathematical functions as an essential step toward proper operation. However, rigorous evaluation of this kind…

Optimization and Control · Mathematics 2017-11-10 Daniel Berjón , Guillermo Gallego , Carlos Cuevas , Francisco Morán , Narciso García

In this work, we develop a simple algorithm for semi-supervised regression. The key idea is to use the top eigenfunctions of integral operator derived from both labeled and unlabeled examples as the basis functions and learn the prediction…

Machine Learning · Computer Science 2012-07-03 Ming Ji , Tianbao Yang , Binbin Lin , Rong Jin , Jiawei Han

We study estimation of a multivariate function $f:{\bf R}^d \to {\bf R}$ when the observations are available from function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are studied.…

Statistics Theory · Mathematics 2009-04-21 Jussi Klemelä , Enno Mammen

Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…

Numerical Analysis · Mathematics 2023-05-15 Arttu Arjas , Mikko J. Sillanpää , Andreas Hauptmann

We consider the proximal-gradient method for minimizing an objective function that is the sum of a smooth function and a non-smooth convex function. A feature that distinguishes our work from most in the literature is that we assume that…

Optimization and Control · Mathematics 2022-11-07 Yutong Dai , Daniel P. Robinson

Most of machine learning approaches have stemmed from the application of minimizing the mean squared distance principle, based on the computationally efficient quadratic optimization methods. However, when faced with high-dimensional and…

Machine Learning · Computer Science 2017-01-24 A. N. Gorban , E. M. Mirkes , A. Zinovyev

The adaptive Antoulas-Anderson (AAA) algorithm for rational approximation is a widely used method for the efficient construction of highly accurate rational approximations to given data. While AAA can often produce rational approximations…

Numerical Analysis · Mathematics 2026-01-28 Michael S. Ackermann , Linus Balicki , Serkan Gugercin , Steffen W. R. Werner

We consider the problem of under and over-approximating the image of general vector-valued functions over bounded sets, and apply the proposed solution to the estimation of reachable sets of uncertain non-linear discrete-time dynamical…

Systems and Control · Electrical Eng. & Systems 2021-01-28 Eric Goubault , Sylvie Putot

In this paper we consider the approximation of a function by its interpolating multilinear spline and the approximation of its derivatives by the derivatives of the corresponding spline. We derive formulas for the uniform approximation…

Numerical Analysis · Mathematics 2013-08-27 Ryan Anderson , Yuliya Babenko , Tetiana Leskevych

An effective means to approximate an analytic, nonperiodic function on a bounded interval is by using a Fourier series on a larger domain. When constructed appropriately, this so-called Fourier extension is known to converge geometrically…

Numerical Analysis · Mathematics 2013-05-14 Ben Adcock , Daan Huybrechs , Jesus Martin-Vaquero

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…

Machine Learning · Computer Science 2023-05-16 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

We introduce a new method for Estimation of Signal Parameters based on Iterative Rational Approximation (ESPIRA) for sparse exponential sums. Our algorithm uses the AAA algorithm for rational approximation of the discrete Fourier transform…

Numerical Analysis · Mathematics 2022-01-07 Nadiia Derevianko , Gerlind Plonka , Markus Petz

Standard sparse pseudo-input approximations to the Gaussian process (GP) cannot handle complex functions well. Sparse spectrum alternatives attempt to answer this but are known to over-fit. We suggest the use of variational inference for…

Machine Learning · Statistics 2015-03-23 Yarin Gal , Richard Turner

An enriched approximation space is the span of a conventional basis with a few extra functions included, for example to capture known features of the solution to a computational problem. Adding functions to a basis makes it overcomplete…

Numerical Analysis · Mathematics 2023-08-11 Astrid Herremans , Daan Huybrechs
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