English
Related papers

Related papers: Expected uniform integration approximation under g…

200 papers

We study integration and $L_2$-approximation on countable tensor products of function spaces of increasing smoothness. We obtain upper and lower bounds for the minimal errors, which are sharp in many cases including, e.g., Korobov, Walsh,…

Numerical Analysis · Mathematics 2021-09-21 M. Gnewuch , M. Hefter , A. Hinrichs , K. Ritter , G. W. Wasilkowski

A Sobolev type embedding for radially symmetric functions on the unit ball $B$ in $\mathbb R^n$, $n\geq 3$, into the variable exponent Lebesgue space $L_{2^\star + |x|^\alpha} (B)$, $2^\star = 2n/(n-2)$, $\alpha>0$, is known due to J.M. do…

Analysis of PDEs · Mathematics 2020-04-23 Quôc Anh Ngô , Van Hoang Nguyen

We derive $H_{\text{curl}}$-error estimates and improved $L^2$-error estimates for the Maxwell equations approximated using edge finite elements. These estimates only invoke the expected regularity pickup of the exact solution in the scale…

Numerical Analysis · Mathematics 2017-10-17 Alexandre Ern , Jean-Luc Guermond

We consider random discrepancy under weighted importance sampling of a class of stratified input. We give the expected $L_p-$discrepancy($2\leq p<\infty$) upper bound in weighted form under a class of stratified sampling. This result…

Probability · Mathematics 2025-11-27 Jun Xian , Xiaoda Xu

We study the consistency of minimum-norm interpolation in reproducing kernel Hilbert spaces corresponding to bounded kernels. Our main result give lower bounds for the generalization error of the kernel interpolation measured in a…

Machine Learning · Statistics 2025-09-30 Yunfei Yang

In this paper, we study the approximation problem for functions in the Gaussian-weighted Sobolev space $W^\alpha_p(\mathbb{R}^d, \gamma)$ of mixed smoothness $\alpha \in \mathbb{N}$ with error measured in the Gaussian-weighted space…

Functional Analysis · Mathematics 2023-09-29 Van Kien Nguyen

We establish a uniform Sobolev inequality for K\"ahler metrics, which only require an entropy bound and no lower bound on the Ricci curvature. We further extend our Sobolev inequality to singular K\"ahler metrics on K\"ahler spaces with…

Differential Geometry · Mathematics 2023-11-02 Bin Guo , Duong H. Phong , Jian Song , Jacob Sturm

We consider the order of convergence for linear and nonlinear Monte Carlo approximation of compact embeddings from Sobolev spaces of dominating mixed smoothness defined on the torus $\mathbb{T}^d$ into the space $L_{\infty}(\mathbb{T}^d)$…

Numerical Analysis · Mathematics 2018-03-02 Glenn Byrenheid , Robert J. Kunsch , Van Kien Nguyen

We develop novel learning rates for conditional mean embeddings by applying the theory of interpolation for reproducing kernel Hilbert spaces (RKHS). We derive explicit, adaptive convergence rates for the sample estimator under the…

Machine Learning · Statistics 2026-04-09 Prem Talwai , Ali Shameli , David Simchi-Levi

In this paper we completely solve the problem of finding the (upper) approximation order with respect to the Kolmogorov, Gel'fand, and linear widths for the embedding of the Sobolev spaces $W^{\alpha,p}$ and $W_{0}^{\alpha,p}$ in the…

Functional Analysis · Mathematics 2023-03-03 Marc Kesseböhmer , Linus Wiegmann

We study the approximation of expectations $\E(f(X))$ for Gaussian random elements $X$ with values in a separable Hilbert space $H$ and Lipschitz continuous functionals $f \colon H \to \R$. We consider restricted Monte Carlo algorithms,…

Numerical Analysis · Mathematics 2018-02-15 Michael B. Giles , Mario Hefter , Lukas Mayer , Klaus Ritter

We compute the expected value of the Kullback-Leibler divergence to various fundamental statistical models with respect to canonical priors on the probability simplex. We obtain closed formulas for the expected model approximation errors,…

Machine Learning · Statistics 2014-06-18 Guido F. Montufar , Johannes Rauh

For conforming finite element approximations of the Laplacian eigenfunctions, a fully computable guaranteed error bound in the $L^2$ norm sense is proposed. The bound is based on the a priori error estimate for the Galerkin projection of…

Numerical Analysis · Mathematics 2022-11-08 Xuefeng Liu , Tomáš Vejchodský

For a probability measure on a real separable Hilbert space, we are interested in "volume-based" approximations of the d-dimensional least squares error of it, i.e., least squares error with respect to a best fit d-dimensional affine…

Functional Analysis · Mathematics 2012-10-08 Gilad Lerman , J. Tyler Whitehouse

We study $L_q$-approximation and integration for functions from the Sobolev space $W^s_p(\Omega)$ and compare optimal randomized (Monte Carlo) algorithms with algorithms that can only use iid sample points, uniformly distributed on the…

Numerical Analysis · Mathematics 2021-08-05 David Krieg , Erich Novak , Mathias Sonnleitner

QMC rules are equal weight quadrature rules for approximating integrals over $[0,1]^s$. One line of research studies the integration error of functions in the unit ball of so-called Korobov spaces, which are Hilbert spaces of periodic…

Numerical Analysis · Mathematics 2014-11-12 Josef Dick , Peter Kritzer , Gunther Leobacher , Friedrich Pillichshammer

In this paper we establish some explicit and sharp estimates of the spectral gap and the log-Sobolev constant for mean field particles system, uniform in the number of particles, when the confinement potential have many local minimums. Our…

Probability · Mathematics 2019-09-17 Arnaud Guillin , Wei Liu , Liming Wu , Chaoen Zhang

Convergence rates for $L_2$ approximation in a Hilbert space $H$ are a central theme in numerical analysis. The present work is inspired by Schaback (Math. Comp., 1999), who showed, in the context of best pointwise approximation for radial…

Numerical Analysis · Mathematics 2024-10-01 Ian H. Sloan , Vesa Kaarnioja

Learning rates for least-squares regression are typically expressed in terms of $L_2$-norms. In this paper we extend these rates to norms stronger than the $L_2$-norm without requiring the regression function to be contained in the…

Machine Learning · Statistics 2020-10-27 Simon Fischer , Ingo Steinwart

We establish simultaneous approximation properties of weighted first-order Sobolev orthogonal projectors onto spaces of polynomials of bounded total degree in the Euclidean unit ball. The simultaneity is in the sense that we provide bounds…

Classical Analysis and ODEs · Mathematics 2023-08-21 Leonardo E. Figueroa