Related papers: Sampling discretization and related problems
To study discrete dynamical systems of different types --- deterministic, statistical and quantum --- we develop various approaches. We introduce the concept of a system of discrete relations on an abstract simplicial complex and develop…
Linear dimensionality reduction methods are a cornerstone of analyzing high dimensional data, due to their simple geometric interpretations and typically attractive computational properties. These methods capture many data features of…
Sampling methods that choose a subset of the data proportional to its diversity in the feature space are popular for data summarization. However, recent studies have noted the occurrence of bias (under- or over-representation of a certain…
This paper develops an in-depth treatment concerning the problem of approximating the Gaussian smoothing and Gaussian derivative computations in scale-space theory for application on discrete data. With close connections to previous…
Generalized sampling is a recently developed linear framework for sampling and reconstruction in separable Hilbert spaces. It allows one to recover any element in any finite-dimensional subspace given finitely many of its samples with…
Drawing a sample from a discrete distribution is one of the building components for Monte Carlo methods. Like other sampling algorithms, discrete sampling suffers from the high computational burden in large-scale inference problems. We…
This paper is concerned with the study of constrained statistical learning problems, the unconstrained version of which are at the core of virtually all of modern information processing. Accounting for constraints, however, is paramount to…
In this paper we develop numerical analysis for finite element discretization of semilinear elliptic equations with potentially non-Lipschitz nonlinearites. The nonlinearity is essecially assumed to be continuous and monotonically…
This work interprets and generalizes consensus-type algorithms as switching dynamics leading to symmetrization of some vector variables with respect to the actions of a finite group. We show how the symmetrization framework we develop…
Derivative-free algorithms seek the minimum of a given function based only on function values queried at appropriate points. Although these methods are widely used in practice, their performance is known to worsen as the problem dimension…
In this article, recent results about point processes are used in sampling theory. Precisely, we define and study a new class of sampling designs: determinantal sampling designs. The law of such designs is known, and there exists a simple…
This paper suggests a framework for the learning of discretizations of expensive forward models in Bayesian inverse problems. The main idea is to incorporate the parameters governing the discretization as part of the unknown to be estimated…
This paper explores the process of optimal quantization for several types of discrete probability distributions. Quantization is a technique used to approximate a complex distribution with a smaller set of representative points, which is…
We study the recovery of multivariate functions from reproducing kernel Hilbert spaces in the uniform norm. Our main interest is to obtain preasymptotic estimates for the corresponding sampling numbers. We obtain results in terms of the…
Deep neural networks, when optimized with sufficient data, provide accurate representations of high-dimensional functions; in contrast, function approximation techniques that have predominated in scientific computing do not scale well with…
This survey contains a selection of topics unified by the concept of positive semi-definiteness (of matrices or kernels), reflecting natural constraints imposed on discrete data (graphs or networks) or continuous objects (probability or…
With the recent bloom of data, there is a huge surge in threats against individuals' private information. Various techniques for optimizing privacy-preserving data analysis are at the focus of research in the recent years. In this paper, we…
Big data is ubiquitous in practices, and it has also led to heavy computation burden. To reduce the calculation cost and ensure the effectiveness of parameter estimators, an optimal subset sampling method is proposed to estimate the…
We study a class of importance sampling methods for stochastic differential equations (SDEs). A small-noise analysis is performed, and the results suggest that a simple symmetrization procedure can significantly improve the performance of…
Mathematical descriptions of flow phenomena usually come in the form of partial differential equations. The differential operators used in these equations may have properties such as symmetry, skew-symmetry, positive or negative…