Related papers: Sampling discretization of integral norms and its …
When combining the numerical concept of variational discretization and semi-smooth Newton methods for the numerical solution of pde constrained optimization with control constraints, special emphasis has to be taken on the implementation,…
We study two numerical approximations of solutions of nonlocal diffusion evolution problems which are inspired in algorithms for computing the bilateral denoising filtering of an image, and which are based on functional rearrangements and…
We analyze integer linear programs which we obtain after discretizing two-dimensional subproblems arising from a trust-region algorithm for mixed integer optimal control problems with total variation regularization. We discuss NP-hardness…
We study randomized algorithms for constrained optimization, in abstract frameworks that include, in strictly increasing generality: convex programming; LP-type problems; violator spaces; and a setting we introduce, consistent spaces. Such…
When solving elliptic partial differential equations in a region containing immersed interfaces (possibly evolving in time), it is often desirable to approximate the problem using an independent background discretisation, not aligned with…
We revisit the classical kernel method of approximation/interpolation theory in a very specific context motivated by the desire to obtain a robust procedure to approximate discrete data sets by (super)level sets of functions that are merely…
We derive fundamental sampling bounds for smooth signals in continuous settings without sparsity assumptions. By introducing the Fourier ratio as a measure of spectral compressibility induced by smoothness, we obtain explicit, deterministic…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…
Recent findings by Jahn, T. Ullrich, Voigtlaender [10] relate non-linear sampling numbers for the square norm to quantities involving trigonometric best $m-$term approximation errors in the uniform norm. Here we establish new results for…
We describe five types of results concerning information and concentration of discrete random variables, and relationships between them, motivated by their counterparts in the continuous case. The results we consider are information…
We introduce a novel technique for proving global strong discrete maximum principles for finite element discretizations of linear and semilinear elliptic equations for cases when the common, matrix-based sufficient conditions are not…
Denoising diffusion models have recently emerged as the predominant paradigm for generative modelling on image domains. In addition, their extension to Riemannian manifolds has facilitated a range of applications across the natural…
Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…
In many scientific applications, the target probability distribution cannot be evaluated in closed form or sampled from directly. Instead, it can often be decomposed into multiple components, some of which are accessible only through…
We consider recent work of Haber and Ruthotto 2017 and Chang et al. 2018, where deep learning neural networks have been interpreted as discretisations of an optimal control problem subject to an ordinary differential equation constraint. We…
The truncated singular value decomposition may be used to find the solution of linear discrete ill-posed problems in conjunction with Tikhonov regularization and requires the estimation of a regularization parameter that balances between…
In the study of condensed matter physics, spectral information plays an important role for understand the mechanism of materials. However, it is difficult to obtain the spectrum directly through experiments or simulation. For example, the…
We consider stochastic zero-order optimization problems, which arise in settings from simulation optimization to reinforcement learning. We propose an adaptive sampling quasi-Newton method where we estimate the gradients of a stochastic…
The Inverse Problem for the estimation of a point-wise approximation error occurring at the discretization and solving of the system of partial differential equations is addressed. The set of the differences between the numerical solutions…
We consider the problem of minimizing a generalized relative entropy, with respect to a reference diffusion law, over the set of path-measures with fully prescribed marginal distributions. When dealing with the actual relative entropy,…