Related papers: Convergence analysis of Laguerre approximations fo…
We introduce intrinsic interpolatory bases for data structured on graphs and derive properties of those bases. Polyharmonic Lagrange functions are shown to satisfy exponential decay away from their centers. The decay depends on the density…
Spectral analysis of a certain doubly infinite Jacobi operator leads to orthogonality relations for confluent hypergeometric functions, which are called Laguerre functions. This doubly infinite Jacobi operator corresponds to the action of a…
Using geometric considerations, we provide a clear derivation of the integral representation for the error function, known as the Craig formula. We calculate the corresponding power series expansion and prove the convergence. The same…
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…
Ram\'irez and Rider (2009) established that the hard edge of the spectrum of the $\beta$-Laguerre ensemble converges, in the high-dimensional limit, to the bottom of the spectrum of the stochastic Bessel operator. Using stochastic analysis…
In our previous papers \cite{doz1,doz2} we studied Laguerre functions and polynomials on symmetric cones $\Omega=H/L$. The Laguerre functions $\ell^{\nu}_{\mathbf{n}}$, $\mathbf{n}\in\mathbf{\Lambda}$, form an orthogonal basis in…
The spectral risk has wide applications in machine learning, especially in real-world decision-making, where people are not only concerned with models' average performance. By assigning different weights to the losses of different sample…
We consider the minimization of composite objective functions composed of the expectation of quadratic functions and an arbitrary convex function. We study the stochastic dual averaging algorithm with a constant step-size, showing that it…
Smoothing accelerated gradient methods achieve faster convergence rates than that of the subgradient method for some nonsmooth convex optimization problems. However, Nesterov's extrapolation may require gradients at infeasible points, and…
This paper studies a class of double-loop (inner-outer) algorithms for convex composite optimization. For unconstrained problems, we develop a restarted accelerated composite gradient method that attains the optimal first-order complexity…
Statistical applications often involve the calculation of intractable multidimensional integrals. The Laplace formula is widely used to approximate such integrals. However, in high-dimensional or small sample size problems, the shape of the…
The analysis of complex nonlinear systems is often carried out using simpler piecewise linear representations of them. A principled and practical technique is proposed to linearize and evaluate arbitrary continuous nonlinear functions using…
We investigate a weighted Multilevel Richardson-Romberg extrapolation for the ergodic approximation of invariant distributions of diffusions adapted from the one introduced in~[Lemaire-Pag\`es, 2013] for regular Monte Carlo simulation. In a…
The Fourier transforms of Laguerre functions play the same canonical role in wavelet analysis as do the Hermite functions in Gabor analysis. We will use them as analyzing wavelets in a similar way the Hermite functions were recently by K.…
In a previous paper it was shown that the Forward Euler method applied to differential inclusions where the right-hand side is a Lipschitz continuous set-valued function with uniformly bounded, compact values, converges with rate one. The…
We show that standard extragradient methods (i.e. mirror prox and dual extrapolation) recover optimal accelerated rates for first-order minimization of smooth convex functions. To obtain this result we provide a fine-grained…
We study the evaluation of layer potentials close to the domain boundary. Accurate evaluation of layer potentials near boundaries is needed in many applications, including fluid-structure interactions and near-field scattering in…
The convergence analysis of a third-order scheme for the highly nonlinear Landau-Lifshitz-Gilbert equation with a non-convex constraint is considered. In this paper, we first present a fully discrete semi-implicit method for solving the…
We study Diophantine approximation in completions of functions fields over finite fields, and in particular in fields of formal Laurent series over finite fields. We introduce a Lagrange spectrum for the approximation by orbits of quadratic…
We explore an algorithm for approximating roots of integers, discuss its motivation and derivation, and analyze its convergence rates with varying parameters and inputs. We also perform comparisons with established methods for approximating…