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We studied linear weighted sampling algorithms and their optimality for approximate recovery of functions with mixed smoothness on $\mathbb{R}^d$ from a set of $n$ their sampled values. Functions to be recovered are in weighted Sobolev…

Numerical Analysis · Mathematics 2025-11-11 Dinh Dũng

Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

Optimization and Control · Mathematics 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

Via a simulation study we compare the finite sample performance of the deconvolution kernel density estimator in the supersmooth deconvolution problem to its asymptotic behaviour predicted by two asymptotic normality theorems. Our results…

Methodology · Statistics 2008-01-18 Bert van Es , Shota Gugushvili

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

Probability · Mathematics 2021-06-09 Michael Röckner , Longjie Xie , Li Yang

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

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

Composite optimization problems, where the sum of a smooth and a merely lower semicontinuous function has to be minimized, are often tackled numerically by means of proximal gradient methods as soon as the lower semicontinuous part of the…

Optimization and Control · Mathematics 2022-07-05 Christian Kanzow , Patrick Mehlitz

The challenge to measure exposures regularly forces financial institutions into a choice between an overwhelming computational burden or oversimplification of risk. To resolve this unsettling dilemma, we systematically investigate replacing…

Computational Finance · Quantitative Finance 2025-07-15 Domagoj Demeterfi , Kathrin Glau , Linus Wunderlich

Functions with discontinuities appear in many applications such as image reconstruction, signal processing, optimal control problems, interface problems, engineering applications and so on. Accurate approximation and interpolation of these…

Numerical Analysis · Mathematics 2023-02-07 Mohammad Karimnejad Esfahani , Stefano De Marchi , Francesco Marchetti

We study multivariate $L_2$-approximation for a weighted Korobov space of analytic periodic functions for which the Fourier coefficients decay exponentially fast. The weights are defined, in particular, in terms of two sequences…

Numerical Analysis · Mathematics 2012-11-27 Josef Dick , Peter Kritzer , Friedrich Pillichshammer , Henryk Woźniakowski

Let $X_1, X_2,\dots$ be a short-memory linear process of random variables. For $1\leq q<2$, let $\cF$ be a bounded set of real-valued functions on $[0,1]$ with finite $q$-variation. It is proved that…

Probability · Mathematics 2019-09-26 Rimas Norvaiša , Alfredas Račkauskas

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Statistics Theory · Mathematics 2025-07-29 Karl Oskar Ekvall , Matteo Bottai

Most approximation methods in high dimensions exploit smoothness of the function being approximated. These methods provide poor convergence results for non-smooth functions with kinks. For example, such kinks can arise in the uncertainty…

Numerical Analysis · Mathematics 2019-02-19 Barbara Fuchs , Jochen Garcke

To solve convex optimization problems with a noisy gradient input, we analyze the global behavior of subgradient-like flows under stochastic errors. The objective function is composite, being equal to the sum of two convex functions, one…

Optimization and Control · Mathematics 2025-06-05 Rodrigo Maulen-Soto , Jalal Fadili , Hedy Attouch

This work explores the neural network approximation capabilities for functions within the spectral Barron space $\mathscr{B}^s$, where $s$ is the smoothness index. We demonstrate that for functions in $\mathscr{B}^{1/2}$, a shallow neural…

Numerical Analysis · Mathematics 2025-07-10 Yulei Liao , Pingbing Ming , Hao Yu

We consider approximation or recovery of functions based on a finite number of function evaluations. This is a well-studied problem in optimal recovery, machine learning, and numerical analysis in general, but many fundamental insights were…

Numerical Analysis · Mathematics 2026-04-07 David Krieg , Mario Ullrich

We consider a misspecified optimization problem that requires minimizing a function f(x;q*) over a closed and convex set X where q* is an unknown vector of parameters that may be learnt by a parallel learning process. In this context, We…

Optimization and Control · Mathematics 2015-04-17 Hesam Ahmadi , Uday V. Shanbhag

We find the best asymptotic lower bounds for the coefficient of the leading term of the $L_1$ norm of the two-dimensional (axis-parallel) discrepancy that can be obtained by K.Roth's orthogonal function method among a large class of test…

Classical Analysis and ODEs · Mathematics 2022-11-29 Armen Vagharshakyan

We propose nonparametric estimators for the second-order central moments of possibly anisotropic spherical random fields, within a functional data analysis context. We consider a measurement framework where each random field among an…

Statistics Theory · Mathematics 2022-06-28 Alessia Caponera , Julien Fageot , Matthieu Simeoni , Victor M. Panaretos

In this paper we give an improvement of the degree of the homogeneous linear recurrence with integer coefficients that exponential sums of symmetric Boolean functions satisfy. This improvement is tight. We also compute the asymptotic…

Number Theory · Mathematics 2011-01-26 Francis N. Castro , Luis A. Medina
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