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It is well known that exact notions of model abstraction and reduction for dynamical systems may not be robust enough in practice because they are highly sensitive to the specific choice of parameters. In this paper we consider this problem…
The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis…
The logic LAE discussed in this paper is based on an approximate entailment relation. LAE generalises classical propositional logic to the effect that conclusions can be drawn with a quantified imprecision. To this end, properties are…
Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in…
Deep learning has exhibited superior performance for various tasks, especially for high-dimensional datasets, such as images. To understand this property, we investigate the approximation and estimation ability of deep learning on…
We comment on recent results in the field of information based complexity, which state (in a number of different settings), that approximation of infinitely differentiable functions is intractable and suffers from the curse of…
We consider some non-linear non-homogeneous partial differential equations (PDEs) and derive their exact Green function solution as a functional Taylor expansion in powers of the source. The kind of PDEs we consider are dispersive ones…
A basic building block in Classical Potential Theory is the fundamental solution of the Laplace equation in ${\mathbb R}^d$ (Newtonian kernel). The main goal of this article is to study the rates of nonlinear $n$-term approximation of…
Given an ODE and its perturbation, the Alekseev formula expresses the solutions of the latter in terms related to the former. By exploiting this formula and a new concentration inequality for martingale-differences, we develop a novel…
We present a method for dimensionally adaptive sparse trigonometric interpolation of multidimensional periodic functions belonging to a smoothness class of finite order. This method targets applications where periodicity must be preserved…
A new analytical approximation function is proposed to accurately fit the solution of a fractional differential equation of order one-half, whose nonhomogeneous term is defined by a modified Bessel function of the first kind. The exact…
This paper develops a functional-analytic framework for approximating the push-forward induced by an analytic map from finitely many samples. Instead of working directly with the map, we study the push-forward on the space of locally…
We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…
We consider high order approximations of the solution of the stochastic filtering problem, derive their pathwise representation in the spirit of the earlier work of Clark and Davis and prove their robustness property. In particular, we show…
The approximation of a general $d$-variate function $f$ by the shifts $\phi(\cdot-\xi)$, $\xi\in\Xi\subset \Rd$, of a fixed function $\phi$ occurs in many applications such as data fitting, neural networks, and learning theory. When…
Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…
In this work, we present a generalized methodology for analyzing the convergence of quasi-optimal Taylor and Legendre approximations, applicable to a wide class of parameterized elliptic PDEs with finite-dimensional deterministic and…
We consider a specific type of nonlinear partial differential equations (PDE) that appear in mathematical finance as the result of solving some optimization problems. We review some existing in the literature examples of such problems, and…
The Shapley value, and its broader family of semi-values, has received much attention in various attribution problems. A fundamental and long-standing challenge is their efficient approximation, since exact computation generally requires an…
We present a dimension-incremental algorithm for the nonlinear approximation of high-dimensional functions in an arbitrary bounded orthonormal product basis. Our goal is to detect a suitable truncation of the basis expansion of the…