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In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…

Machine Learning · Computer Science 2016-11-17 Luo Luo , Zihao Chen , Zhihua Zhang , Wu-Jun Li

Convergence and normal continuity analysis of a bivariate non-stationary (level-dependent) subdivision scheme for 2-manifold meshes with arbitrary topology is still an open issue. Exploiting ideas from the theory of asymptotically…

Numerical Analysis · Mathematics 2019-06-04 Costanza Conti , Marco Donatelli , Lucia Romani , Paola Novara

We construct a Convolution Quadrature (CQ) scheme for the quasilinear subdiffusion equation of order $\alpha$ and supply it with the fast and oblivious implementation. In particular, we find a condition for the CQ to be admissible and…

Numerical Analysis · Mathematics 2025-04-25 Maria López-Fernández , Łukasz Płociniczak

We propose a method for finding a cumulative distribution function (cdf) that minimizes the distance to a given cdf, while belonging to an ambiguity set constructed relative to another cdf and, possibly, incorporating soft information. Our…

Optimization and Control · Mathematics 2024-08-23 Julio Deride , Johannes O. Royset , Fernanda Urrea

We introduce and study a notion of Asymptotic Preserving schemes, related to convergence in distribution, for a class of slow-fast Stochastic Differential Equations. In some examples, crude schemes fail to capture the correct limiting…

Numerical Analysis · Mathematics 2020-11-05 Charles-Edouard Bréhier , Shmuel Rakotonirina-Ricquebourg

A new definition of a fractional derivative has recently been developed, making use of a fractional Dirac delta function as its integral kernel. This derivative allows for the definition of a distributional fractional derivative, and as…

Classical Analysis and ODEs · Mathematics 2018-05-16 Evan Camrud

We introduce an inferential framework for a wide class of semi-linear stochastic differential equations (SDEs). Recent work has shown that numerical splitting schemes can preserve critical properties of such types of SDEs, give rise to…

Computation · Statistics 2025-07-22 Shu Huang , Richard G. Everitt , Massimiliano Tamborrino , Adam M. Johansen

Learning approximations to smooth target functions of many variables from finite sets of pointwise samples is an important task in scientific computing and its many applications in computational science and engineering. Despite well over…

Numerical Analysis · Mathematics 2024-04-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

Approximation theory plays an important role in image processing, especially image deconvolution and decomposition. For piecewise smooth images, there are many methods that have been developed over the past thirty years. The goal of this…

Computer Vision and Pattern Recognition · Computer Science 2016-11-29 Duy Hoang Thai , David Banks

A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic…

Numerical Analysis · Mathematics 2021-03-17 Feng Bao , Yanzhao Cao , He Zhang

The performance of standard stochastic approximation implementations can vary significantly based on the choice of the steplength sequence, and in general, little guidance is provided about good choices. Motivated by this gap, in the first…

Optimization and Control · Mathematics 2015-03-19 Farzad Yousefian , Angelia Nedić , Uday V. Shanbhag

Closed subschemes in projective space with a fixed Hilbert polynomial are parametrized by a Hilbert scheme. We classify the smooth ones. We identify numerical conditions on a polynomial that completely determine when the Hilbert scheme is…

Algebraic Geometry · Mathematics 2023-01-13 Roy Skjelnes , Gregory G. Smith

An approach is suggested defining effective sums of divergent series in the form of self-similar exponential approximants. The procedure of constructing these approximants from divergent series with arbitrary noninteger powers is developed.…

Statistical Mechanics · Physics 2009-10-31 V. I. Yukalov , S. Gluzman

Approximating functions by a linear span of truncated basis sets is a standard procedure for the numerical solution of differential and integral equations. Commonly used concepts of approximation methods are well-posed and convergent, by…

Numerical Analysis · Mathematics 2022-12-14 Yahya Saleh , Armin Iske , Andrey Yachmenev , Jochen Küpper

Most existing semi-supervised graph-based clustering methods exploit the supervisory information by either refining the affinity matrix or directly constraining the low-dimensional representations of data points. The affinity matrix…

Machine Learning · Computer Science 2022-09-07 Huaming Ling , Chenglong Bao , Xin Liang , Zuoqiang Shi

Within recent years, considerable progress has been made regarding high-performance solvers for Partial Differential Equations (PDEs), yielding potential gains in efficiency compared to industry standard tools. However, the latter largely…

Numerical Analysis · Mathematics 2024-02-20 Patrick Zimbrod , Michael Fleck , Johannes Schilp

Sampling recovery on some function classes is studied in this paper. Typically, function classes are defined by imposing smoothness conditions. It was understood in nonlinear approximation that structural conditions in the form of control…

Numerical Analysis · Mathematics 2024-06-27 V. Temlyakov

Shape constraints such as positive semi-definiteness (PSD) for matrices or convexity for functions play a central role in many applications in machine learning and sciences, including metric learning, optimal transport, and economics. Yet,…

Machine Learning · Statistics 2022-01-25 Boris Muzellec , Francis Bach , Alessandro Rudi

The proximal gradient method is a splitting algorithm for the minimization of the sum of two convex functions, one of which is smooth. It has applications in areas such as mechanics, inverse problems, machine learning, image reconstruction,…

Optimization and Control · Mathematics 2025-05-14 Patrick L. Combettes

People employ the function-on-function regression to model the relationship between two random curves. Fitting this model, widely used strategies include algorithms falling into the framework of functional partial least squares (typically…

Methodology · Statistics 2021-02-12 Zhiyang Zhou