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We develop a family of accelerated stochastic algorithms that minimize sums of convex functions. Our algorithms improve upon the fastest running time for empirical risk minimization (ERM), and in particular linear least-squares regression,…

Machine Learning · Statistics 2015-06-25 Roy Frostig , Rong Ge , Sham M. Kakade , Aaron Sidford

In this paper, we introduce a new approximation of the cumulative distribution function of the standard normal distribution based on Tocher's approximation. Also, we assess the quality of the new approximation using two criteria namely the…

Computation · Statistics 2022-06-28 Omar M. Eidous , Mohammad Al-Rawash

One of the basic principles of Approximation Theory is that the quality of approximations increase with the smoothness of the function to be approximated. Functions that are smooth in certain subdomains will have good approximations in…

Numerical Analysis · Mathematics 2016-12-23 Licia Lenarduzzi , Robert Schaback

The reciprocal function, 1/x, is important for many real-time algorithms. It is used in a large variety of algorithms from areas ranging from iterative estimation to machine learning. Many of these algorithms are iterative in nature and…

Signal Processing · Electrical Eng. & Systems 2020-07-14 Michael Lunglmayr , Oliver Ploder

Functions on a bounded domain in scientific computing are often approximated using piecewise polynomial approximations on meshes that adapt to the shape of the geometry. We study the problem of function approximation using splines on a…

Numerical Analysis · Mathematics 2020-08-27 Vincent Coppé , Daan Huybrechs

In practical nonlinear filtering, the assessment of achievable filtering performance is important. In this paper, we focus on the problem of efficiently approximate the posterior Cramer-Rao lower bound (CRLB) in a recursive manner. By using…

Applications · Statistics 2010-05-31 Ming Lei , Pierre Del Moral , Christophe Baehr

Here we research the univariate quantitative approximation of real and complex valued continuous functions on a compact interval or all the real line by quasi-interpolation, Baskakov type and quadrature type neural network operators. We…

Classical Analysis and ODEs · Mathematics 2014-04-28 George Anastassiou

Measurement error is a pervasive issue which renders the results of an analysis unreliable. The measurement error literature contains numerous correction techniques, which can be broadly divided into those which aim to produce exactly…

Methodology · Statistics 2021-11-08 Dylan Spicker , Michael P Wallace , Grace Y Yi

We derive an approximation error bound that holds simultaneously for a function and all its derivatives up to any prescribed order. The bounds apply to elementary functions, including multivariate polynomials, the exponential function, and…

Machine Learning · Computer Science 2025-12-29 Konstantin Yakovlev , Nikita Puchkin

In this paper we show how to find the exact error (not just an estimate of the error) of a conforming mixed approximation by using the functional type a posteriori error estimates in the spirit of Repin. The error is measured in a mixed…

Numerical Analysis · Mathematics 2014-03-12 Immanuel Anjam , Dirk Pauly

Error estimates for the numerical solution of the master equation are presented. Estimates are based on adjoint methods. We find that a good estimate can often be computed without spending computational effort on a dual problem. Estimates…

Numerical Analysis · Mathematics 2016-10-12 Katharina Kormann , Shev MacNamara

In this article, we consider a simple representation for real numbers and propose top-down procedures to approximate various algebraic and transcendental operations with arbitrary precision. Detailed algorithms and proofs are provided to…

Numerical Analysis · Computer Science 2015-09-22 Sarmen Keshishzadeh , Jan Friso Groote

In recent years, specific evaluation metrics for time series anomaly detection algorithms have been developed to handle the limitations of the classical precision and recall. However, such metrics are heuristically built as an aggregate of…

Machine Learning · Computer Science 2022-10-13 Alexis Huet , Jose Manuel Navarro , Dario Rossi

We study in this paper the function approximation error of multivariate linear extrapolation. The sharp error bound of linear interpolation already exists in the literature. However, linear extrapolation is used far more often in…

Optimization and Control · Mathematics 2026-05-20 Liyuan Cao , Zaiwen Wen , Ya-xiang Yuan

Our main interest in this paper is to study some approximation problems for classes of functions with mixed smoothness. We use technique, based on a combination of results from hyperbolic cross approximation, which were obtained in 1980s --…

Numerical Analysis · Mathematics 2016-02-17 Vladimir Temlyakov

We consider efficient estimation of flexible transformation models with interval-censored data. To reduce the dimension of semi-parametric models, the unknown monotone transformation function is approximated via monotone splines. A…

Methodology · Statistics 2019-12-30 Minggen Lu , Yan Liu , Chin-Shang Li , Jianguo Sun

We investigate the problem of approximating the matrix function $f(A)$ by $r(A)$, with $f$ a Markov function, $r$ a rational interpolant of $f$, and $A$ a symmetric Toeplitz matrix. In a first step, we obtain a new upper bound for the…

Numerical Analysis · Mathematics 2022-01-19 Bernhard Beckermann , Joanna Bisch , Robert Luce

We study the problem of estimating the average of a Lipschitz continuous function $f$ defined over a metric space, by querying $f$ at only a single point. More specifically, we explore the role of randomness in drawing this sample. Our goal…

Data Structures and Algorithms · Computer Science 2011-01-21 Abhimanyu Das , David Kempe

The stochastic approximation EM algorithm (SAEM) is described for the estimation of item and person parameters given test data coded as dichotomous or ordinal variables. The method hinges upon the eigenanalysis of missing variables sampled…

Methodology · Statistics 2020-01-01 Eugene Geis

Weighted average sampling is more practical and numerically more stable than sampling at single points as in the classical Shannon sampling framework. Using the frame theory, one can completely reconstruct a bandlimited function from its…

Information Theory · Computer Science 2014-07-04 Haizhang Zhang