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Error-in-variables regression is a common ingredient in treatment effect estimators using panel data. This includes synthetic control estimators, counterfactual time series forecasting estimators, and combinations. We study high-dimensional…

Statistics Theory · Mathematics 2021-04-20 David A. Hirshberg

We consider the problem of approximating a function using Herglotz wave functions, which are a superposition of plane waves. When the discrepancy is measured in a ball, we show that the problem can essentially be solved by considering the…

Numerical Analysis · Mathematics 2017-08-22 Fernando Guevara Vasquez , China Mauck

In this work, we propose a novel sampling method for Design of Experiments. This method allows to sample such input values of the parameters of a computational model for which the constructed surrogate model will have the least possible…

Numerical Analysis · Computer Science 2018-10-03 V. P. Zankin , G. V. Ryzhakov , I. V. Oseledets

Misspecified models often provide useful information about the true data generating distribution. For example, if $y$ is a non-linear function of $x$ the least squares estimator $\hat{\beta}$ is an estimate of $\beta$, the slope of the best…

Methodology · Statistics 2017-05-17 James P. Long

The scalar-on-function regression model has become a popular analysis tool to explore the relationship between a scalar response and multiple functional predictors. Most of the existing approaches to estimate this model are based on the…

Methodology · Statistics 2022-03-11 Ufuk Beyaztas , Han Lin Shang

This paper proposes the capped least squares regression with an adaptive resistance parameter, hence the name, adaptive capped least squares regression. The key observation is, by taking the resistant parameter to be data dependent, the…

Methodology · Statistics 2021-07-02 Qiang Sun , Rui Mao , Wen-Xin Zhou

The purpose of the paper is to provide a characterization of the error of the best polynomial approximation of composite functions in weighted spaces. Such a characterization is essential for the convergence analysis of numerical methods…

Numerical Analysis · Mathematics 2023-08-14 Luisa Fermo , Concetta Laurita , Maria Grazia Russo

In this paper, we consider a least-squares (LS)-based distributed algorithm build on a sensor network to estimate an unknown parameter vector of a dynamical system, where each sensor in the network has partial information only but is…

Systems and Control · Electrical Eng. & Systems 2022-12-19 Siyu Xie , Yaqi Zhang , Lei Guo

This work provides simple algorithms for multi-class (and multi-label) prediction in settings where both the number of examples n and the data dimension d are relatively large. These robust and parameter free algorithms are essentially…

Machine Learning · Computer Science 2013-10-22 Alekh Agarwal , Sham M. Kakade , Nikos Karampatziakis , Le Song , Gregory Valiant

We consider approximation of functions of $s$ variables, where $s$ is very large or infinite, that belong to weighted anchored spaces. We study when such functions can be approximated by algorithms designed for functions with only very…

Numerical Analysis · Mathematics 2016-10-11 Peter Kritzer , Friedrich Pillichshammer , G. W. Wasilkowski

The problem of least squares regression of a $d$-dimensional unknown parameter is considered. A stochastic gradient descent based algorithm with weighted iterate-averaging that uses a single pass over the data is studied and its convergence…

Information Theory · Computer Science 2016-06-10 Kobi Cohen , Angelia Nedic , R. Srikant

Tectonic faults are commonly modelled as Volterra or Somigliana dislocations in an elastic medium. Various solution methods exist for this problem. However, the methods used in practice are often limiting, motivated by reasons of…

Numerical Analysis · Mathematics 2013-12-30 G. J. van Zwieten , E. H. van Brummelen , K. G. van der Zee , M. A. Gutiérrez , R. F. Hanssen

Least squares estimation, a regression technique based on minimisation of residuals, has been invaluable in bringing the best fit solutions to parameters in science and engineering. However, in dynamic environments such as in Geomatics…

Computational Engineering, Finance, and Science · Computer Science 2018-04-17 C. P. E. Agbachi

Multivariate functions are typically governed by anisotropic features such as edges in images or shock fronts in solutions of transport-dominated equations. One major goal both for the purpose of compression as well as for an efficient…

Functional Analysis · Mathematics 2011-08-08 Gitta Kutyniok , Jakob Lemvig , Wang-Q Lim

We consider the problem of approximating an unknown function from point evaluations. This problem is a crucial subproblem in many modern (nonlinear) approximation schemes. When obtaining these point evaluations is costly, minimising the…

Numerical Analysis · Mathematics 2025-12-03 Philipp Trunschke , Anthony Nouy

Localizing linearly moving sound sources using microphone arrays is challenging as the transient nature of the signal leads to relatively short observation periods. Commonly, a moving focus is used and most methods operate at least…

Audio and Speech Processing · Electrical Eng. & Systems 2024-08-21 Christian H. Kasess , Wolfgang Kreuzer , Prateek Soni , Holger Waubke

Statistical inverse learning aims at recovering an unknown function $f$ from randomly scattered and possibly noisy point evaluations of another function $g$, connected to $f$ via an ill-posed mathematical model. In this paper we blend…

Statistics Theory · Mathematics 2024-01-22 Tapio Helin

We present a new approach to approximate nearest-neighbor queries in fixed dimension under a variety of non-Euclidean distances. We are given a set $S$ of $n$ points in $\mathbb{R}^d$, an approximation parameter $\varepsilon > 0$, and a…

Computational Geometry · Computer Science 2023-06-28 Ahmed Abdelkader , Sunil Arya , Guilherme D. da Fonseca , David M. Mount

This paper is concerned with a space-time adaptive numerical method for instationary porous media flows with nonlinear interaction between porosity and pressure, with focus on problems with discontinuous initial porosities. A convergent…

Numerical Analysis · Mathematics 2025-08-27 Markus Bachmayr , Simon Boisserée

This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much…

Computer Vision and Pattern Recognition · Computer Science 2014-04-29 Can-Yi Lu , Hai Min , Zhong-Qiu Zhao , Lin Zhu , De-Shuang Huang , Shuicheng Yan