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The purpose of this paper is to analyze solutions of a non-local nonlinear partial integro-differential equation (PIDE) in multidimensional spaces. Such class of PIDE often arises in financial modeling. We employ the theory of abstract…

Mathematical Finance · Quantitative Finance 2021-06-22 Daniel Sevcovic , Cyril Izuchukwu Udeani

We propose and study quantitative measures of smoothness which are adapted to anisotropic features such as edges in images or shocks in PDE's. These quantities govern the rate of approximation by adaptive finite elements, when no constraint…

Numerical Analysis · Mathematics 2015-03-17 Jean-Marie Mirebeau , Albert Cohen

Upper semicontinuous (usc) functions arise in the analysis of maximization problems, distributionally robust optimization, and function identification, which includes many problems of nonparametric statistics. We establish that every usc…

Optimization and Control · Mathematics 2019-07-09 Johannes O. Royset

We prove two compactness results for function spaces with finite Dirichlet energy of half-space nonlocal gradients. In each of these results, we provide sufficient conditions on a sequence of kernel functions that guarantee the asymptotic…

Analysis of PDEs · Mathematics 2024-08-23 Zhaolong Han , Tadele Mengesha , Xiaochuan Tian

We study integration and $L^2$-approximation of functions of infinitely many variables in the following setting: The underlying function space is the countably infinite tensor product of univariate Hermite spaces and the probability measure…

Numerical Analysis · Mathematics 2026-01-13 Michael Gnewuch , Aicke Hinrichs , Klaus Ritter , Robin Rüßmann

We prove exponential expressivity with stable ReLU Neural Networks (ReLU NNs) in $H^1(\Omega)$ for weighted analytic function classes in certain polytopal domains $\Omega$, in space dimension $d=2,3$. Functions in these classes are locally…

Numerical Analysis · Mathematics 2023-11-27 Carlo Marcati , Joost A. A. Opschoor , Philipp C. Petersen , Christoph Schwab

Motivated by conforming finite element methods for elliptic problems of second order, we analyze the approximation of the gradient of a target function by continuous piecewise polynomial functions over a simplicial mesh. The main result is…

Numerical Analysis · Mathematics 2018-03-07 Andreas Veeser

Traditional nonparametric estimation methods often lead to a slow convergence rate in large dimensions and require unrealistically enormous sizes of datasets for reliable conclusions. We develop an approach based on partial derivatives,…

Methodology · Statistics 2024-08-20 Xiaowu Dai

Approximate learning machines have become popular in the era of small devices, including quantised, factorised, hashed, or otherwise compressed predictors, and the quest to explain and guarantee good generalisation abilities for such…

Machine Learning · Computer Science 2022-03-16 Andrew J. Turner , Ata Kabán

We propose a method for designing accurate interpolation formulas on the real axis for the purpose of function approximation in weighted Hardy spaces. In particular, we consider the Hardy space of functions that are analytic in a strip…

Numerical Analysis · Mathematics 2016-06-17 Ken'ichiro Tanaka , Tomoaki Okayama , Masaaki Sugihara

Submodular function minimization is well studied, and existing algorithms solve it exactly or up to arbitrary accuracy. However, in many applications, such as structured sparse learning or batch Bayesian optimization, the objective function…

Machine Learning · Computer Science 2022-03-10 Marwa El Halabi , Stefanie Jegelka

We present an improved Bayesian framework for performing inference of affine transformations of constrained functions. We focus on quadrature with nonnegative functions, a common task in Bayesian inference. We consider constraints on the…

Machine Learning · Computer Science 2019-02-28 Henry Chai , Roman Garnett

This paper develops fundamental limits of deep neural network learning by characterizing what is possible if no constraints are imposed on the learning algorithm and on the amount of training data. Concretely, we consider Kolmogorov-optimal…

Machine Learning · Computer Science 2021-03-15 Dennis Elbrächter , Dmytro Perekrestenko , Philipp Grohs , Helmut Bölcskei

The main purpose of this paper is to prove some density results of polynomials in Fock spaces of slice regular functions. The spaces can be of two different kinds since they are equipped with different inner products and contain different…

Complex Variables · Mathematics 2018-12-10 Kamal Diki , Sorin G. Gal , Irene Sabadini

A classical result in approximation theory states that for any continuous function \( \varphi: \mathbb{R} \to \mathbb{R} \), the set \( \operatorname{span}\{\varphi \circ g : g \in \operatorname{Aff}(\mathbb{R})\} \) is dense in \(…

Functional Analysis · Mathematics 2026-03-31 Eugene Bilokopytov , Foivos Xanthos

Nonparametric estimation for semilinear SPDEs, namely stochastic reaction-diffusion equations in one space dimension, is studied. We consider observations of the solution field on a discrete grid in time and space with infill asymptotics in…

Statistics Theory · Mathematics 2023-02-03 Florian Hildebrandt , Mathias Trabs

We consider the problem of approximating optimal in the Minimum Mean Squared Error (MMSE) sense nonlinear filters in a discrete time setting, exploiting properties of stochastically convergent state process approximations. More…

Statistics Theory · Mathematics 2016-11-15 Dionysios S. Kalogerias , Athina P. Petropulu

We prove two main results on how arbitrary linear threshold functions $f(x) = \sign(w\cdot x - \theta)$ over the $n$-dimensional Boolean hypercube can be approximated by simple threshold functions. Our first result shows that every…

Computational Complexity · Computer Science 2009-10-21 Ilias Diakonikolas , Rocco A. Servedio

This paper deals with the solution of large classes of systems of nonlinear partial differential equations (PDEs) in spaces of generalized functions that are constructed as the completion of uniform convergence spaces. The existence result…

Analysis of PDEs · Mathematics 2009-02-18 Jan Harm van der Walt

We study sufficient conditions on weight functions under which norm approximations by analytic polynomials are possible. The weights we study include radial, non-radial, and angular weights.

Functional Analysis · Mathematics 2022-02-09 Ali Abkar