English
Related papers

Related papers: Optimal pointwise sampling for $L^2$ approximation

200 papers

We develop polynomial-time algorithms for near-optimal minimax mean estimation under $\ell_2$-squared loss in a Gaussian sequence model under convex constraints. The parameter space is an origin-symmetric, type-2 convex body $K \subset…

Statistics Theory · Mathematics 2026-02-27 Matey Neykov

We study the problem of approximation of 2D set of points. Such type of problems always occur in physical experiments, econometrics, data analysis and other areas. The often problems of outliers or spikes usually make researchers to apply…

Optimization and Control · Mathematics 2025-02-13 Majid E. Abbasov , Anna I. Belenok

This paper is devoted to studying the optimal expressive power of ReLU deep neural networks (DNNs) and its application in approximation via the Kolmogorov Superposition Theorem. We first constructively prove that any continuous piecewise…

Machine Learning · Computer Science 2023-08-11 Juncai He

We propose a fast and scalable algorithm to project a given density on a set of structured measures defined over a compact 2D domain. The measures can be discrete or supported on curves for instance. The proposed principle and algorithm are…

Numerical Analysis · Mathematics 2019-02-05 Frédéric de Gournay , Jonas Kahn , Léo Lebrat , Pierre Weiss

This paper proposes a unified framework for the global optimization of a continuous function in a bounded rectangular domain. Specifically, we show that: (1) under the optimal strategy for a two-armed decision model, the sample mean…

Optimization and Control · Mathematics 2025-11-11 Xiaohong Chen , Zengjing Chen , Wayne Yuan Gao , Xiaodong Yan , Guodong Zhang

We consider the problem of approximating the unknown density $u\in L^2(\Omega,\lambda)$ of a measure $\mu$ on $\Omega\subset\R^n$, absolutely continuous with respect to some given reference measure $\lambda$, from the only knowledge of…

Optimization and Control · Mathematics 2012-09-03 Didier Henrion , Jean-Bernard Bernard Lasserre , Martin Mevissen

We consider a hierarchy of upper approximations for the minimization of a polynomial $f$ over a compact set $K \subseteq \mathbb{R}^n$ proposed recently by Lasserre (arXiv:1907.097784, 2019). This hierarchy relies on using the push-forward…

Optimization and Control · Mathematics 2020-12-04 Lucas Slot , Monique Laurent

The generalized smooth condition, $(L_{0},L_{1})$-smoothness, has triggered people's interest since it is more realistic in many optimization problems shown by both empirical and theoretical evidence. Two recent works established the…

Machine Learning · Computer Science 2023-10-31 Zijian Liu , Srikanth Jagabathula , Zhengyuan Zhou

In this paper, we resolve the one-pass space complexity of $L_p$ sampling for $p \in (0,2)$. Given a stream of updates (insertions and deletions) to the coordinates of an underlying vector $f \in \mathbb{R}^n$, a perfect $L_p$ sampler must…

Data Structures and Algorithms · Computer Science 2019-11-12 Rajesh Jayaram , David P. Woodruff

In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of $n$ independent high-dimensional centered random vectors $X_1,\dots,X_n$ over the class of rectangles in the case when the covariance…

Probability · Mathematics 2021-05-13 Victor Chernozhukov , Denis Chetverikov , Yuta Koike

We derive optimal rates of convergence in the supremum norm for estimating the H\"older-smooth mean function of a stochastic process which is repeatedly and discretely observed with additional errors at fixed, multivariate, synchronous…

Statistics Theory · Mathematics 2024-05-09 Max Berger , Philipp Hermann , Hajo Holzmann

We consider standard tracking-type, distributed elliptic optimal control problems with $L^2$ regularization, and their finite element discretization. We are investigating the $L^2$ error between the finite element approximation $u_{\varrho…

Numerical Analysis · Mathematics 2022-07-12 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

We prove that the error of the best nonlinear $L_p$-approximation by piecewise constants on convex partitions is $\mathcal{O}\big(N^{-\frac{2}{d+1}}\big)$, where $N$ the number of cells, for all functions in the Sobolev space…

Functional Analysis · Mathematics 2022-01-19 Oleg Davydov , Oleksandr Kozynenko , Dmytro Skorokhodov

Generalizing the bounded kernel results of Borgs, Chayes, Lov\'asz, S\'os and Vesztergombi (2008), we prove two Sampling Lemmas for unbounded kernels with respect to the cut norm. On the one hand, we show that given a (symmetric) kernel…

Probability · Mathematics 2024-11-12 Panna Tímea Fekete , Dávid Kunszenti-Kovács

For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Péter Antal , Tamás Péni , Roland Tóth

Compression and generalization are fundamentally related through Solomonoff induction and the minimum description length principle (MDL), which predict that simpler models generalize better when data arises from low-complexity…

Machine Learning · Computer Science 2026-05-14 Lukas Silvester Barth , Paulo von Petersenn

We design a new, fast algorithm for agnostically learning univariate probability distributions whose densities are well approximated by piecewise polynomial functions. Let $f$ be the density function of an arbitrary univariate distribution,…

Data Structures and Algorithms · Computer Science 2015-06-03 Jayadev Acharya , Ilias Diakonikolas , Jerry Li , Ludwig Schmidt

The significant progress in constructing graph spanners that are sparse (small number of edges) or light (low total weight) has skipped spanners that are everywhere-sparse (small maximum degree). This disparity is in line with other network…

Data Structures and Algorithms · Computer Science 2012-05-02 Eden Chlamtac , Michael Dinitz , Robert Krauthgamer

The aim of this paper is to present a new estimation procedure that can be applied in many statistical frameworks including density and regression and which leads to both robust and optimal (or nearly optimal) estimators. In density…

Statistics Theory · Mathematics 2017-01-23 Yannick Baraud , Lucien Birgé , Mathieu Sart

A common technique for compressing a neural network is to compute the $k$-rank $\ell_2$ approximation $A_{k,2}$ of the matrix $A\in\mathbb{R}^{n\times d}$ that corresponds to a fully connected layer (or embedding layer). Here, $d$ is the…

Machine Learning · Computer Science 2020-09-29 Murad Tukan , Alaa Maalouf , Matan Weksler , Dan Feldman