Related papers: Full Recovery from Point Values: an Optimal Algori…
We prove convergence rates of linear sampling recovery of functions in abstract Bochner spaces satisfying weighted summability of their generalized polynomial chaos expansion coefficients. The underlying algorithm is a function-valued…
We consider the problem of recovering a complete (i.e., square and invertible) matrix $\mathbf A_0$, from $\mathbf Y \in \mathbb{R}^{n \times p}$ with $\mathbf Y = \mathbf A_0 \mathbf X_0$, provided $\mathbf X_0$ is sufficiently sparse.…
We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover…
In many linear inverse problems, we want to estimate an unknown vector belonging to a high-dimensional (or infinite-dimensional) space from few linear measurements. To overcome the ill-posed nature of such problems, we use a low-dimension…
In this paper, we derive optimality conditions (Chebyshev approximation) for multivariate functions. The theory of Chebyshev (uniform) approximation for univariate functions is very elegant. The optimality conditions are based on the notion…
Replication of experimental results has been a challenge faced by many scientific disciplines, including the field of machine learning. Recent work on the theory of machine learning has formalized replicability as the demand that an…
State estimation aims at approximately reconstructing the solution $u$ to a parametrized partial differential equation from $m$ linear measurements, when the parameter vector $y$ is unknown. Fast numerical recovery methods have been…
The focus of this article is the approximation of functions which are analytic on a compact interval except at the endpoints. Typical numerical methods for approximating such functions depend upon the use of particular conformal maps from…
Sparse interpolation} refers to the exact recovery of a function as a short linear combination of basis functions from a limited number of evaluations. For multivariate functions, the case of the monomial basis is well studied, as is now…
Consider a problem where a set of feasible observations are provided by an expert and a cost function is defined that characterizes which of the observations dominate the others and are hence, preferred. Our goal is to find a set of linear…
In this paper we develop an optimisation based approach to multivariate Chebyshev approximation on a finite grid. We consider two models: multivariate polynomial approximation and multivariate generalised rational approximation. In the…
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…
We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…
Given a (possibly approximate) Cauchy matrix, how can we efficiently compute its generators? Expanding on previous work by Liesen and Luce [Linear Algebra Appl. 493 (2016) 261--280], we present a general family of algorithms for Cauchy…
The notion of {\em recoverable value} was advocated in work of Feige, Immorlica, Mirrokni and Nazerzadeh [Approx 2009] as a measure of quality for approximation algorithms. There this concept was applied to facility location problems. In…
Best subset selection in linear regression is well known to be nonconvex and computationally challenging to solve, as the number of possible subsets grows rapidly with increasing dimensionality of the problem. As a result, finding the…
A locally recoverable code is an error-correcting code such that any erasure in a single coordinate of a codeword can be recovered from a small subset of other coordinates. In this article we develop an algorithm that computes a recovery…
This paper proposes a Chebyshev polynomial expansion framework for the recovery of a continuous angular power spectrum (APS) from channel covariance. By exploiting the orthogonality of Chebyshev polynomials in a transformed domain, we…
We consider the global minimization of smooth functions based solely on function evaluations. Algorithms that achieve the optimal number of function evaluations for a given precision level typically rely on explicitly constructing an…
Finding multiple solutions of non-convex optimization problems is a ubiquitous yet challenging task. Most past algorithms either apply single-solution optimization methods from multiple random initial guesses or search in the vicinity of…