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We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…

Numerical Analysis · Mathematics 2023-08-22 J Droniou , R Eymard , T Gallouët , C Guichard , R Herbin

Gaussian process (GP) regression provides a flexible, nonparametric framework for probabilistic modeling, yet remains computationally demanding in large-scale applications. For one-dimensional data, state space (SS) models achieve…

Machine Learning · Statistics 2025-11-07 Liang Ding , Rui Tuo , Lu Zhou

This paper introduces an approach for detecting differences in the first-order structures of spatial point patterns. The proposed approach leverages the kernel mean embedding in a novel way by introducing its approximate version tailored to…

Methodology · Statistics 2020-06-15 Raif M. Rustamov , James T. Klosowski

Many physics-informed machine learning methods for PDE-based problems rely on Gaussian processes (GPs) or neural networks (NNs). However, both face limitations when data are scarce and the dimensionality is high. Although GPs are known for…

Machine Learning · Computer Science 2025-01-31 Weihao Yan , Christoph Brune , Mengwu Guo

We study non-linear data-dimension reduction. We are motivated by the classical linear framework of Principal Component Analysis. In nonlinear case, we introduce instead a new kernel-Principal Component Analysis, manifold and feature space…

Functional Analysis · Mathematics 2022-09-09 Palle E. T. Jorgensen , Sooran Kang , Myung-Sin Song , Feng Tian

We develop a rigorous theoretical framework for principal manifold estimation that recovers a latent low-dimensional manifold from a point cloud observed in a high-dimensional ambient space. Our framework accommodates manifolds with…

Statistics Theory · Mathematics 2026-04-07 Kun Meng , Christopher Perez

Meshless methods are commonly used to determine numerical solutions to partial differential equations (PDEs) for problems involving free surfaces and/or complex geometries, approximating spatial derivatives at collocation points via local…

Numerical Analysis · Mathematics 2025-10-24 H. Broadley , J. R. C. King , S. J. Lind

We study a variant of the median problem for a collection of point sets in high dimensions. This generalizes the geometric median as well as the (probabilistic) smallest enclosing ball (pSEB) problems. Our main objective and motivation is…

Computational Geometry · Computer Science 2019-03-04 Amer Krivošija , Alexander Munteanu

Kernel methods are widely used in machine learning, especially for classification problems. However, the theoretical analysis of kernel classification is still limited. This paper investigates the statistical performances of kernel…

Statistics Theory · Mathematics 2024-02-05 Jianfa Lai , Zhifan Li , Dongming Huang , Qian Lin

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Despite the ubiquity of the Gaussian process regression model, few theoretical results are available that account for the fact that parameters of the covariance kernel typically need to be estimated from the dataset. This article provides…

Statistics Theory · Mathematics 2020-05-12 Toni Karvonen , George Wynne , Filip Tronarp , Chris J. Oates , Simo Särkkä

Solving inverse and optimization problems over solutions of nonlinear partial differential equations (PDEs) on complex spatial domains is a long-standing challenge. Here we introduce a method that parameterizes the solution using spectral…

Numerical Analysis · Mathematics 2025-10-30 James V. Roggeveen , Michael P. Brenner

In this article, we present a cost-benefit analysis of the approximation in tensor products of Hilbert spaces of Sobolev-analytic type. The Sobolev part is defined on a finite dimensional domain, whereas the analytical space is defined on…

Numerical Analysis · Mathematics 2017-03-02 Dinh Dũng , Michael Griebel , Vu Nhat Huy , Christian Rieger

We obtain upper bounds for the estimation error of Kernel Ridge Regression (KRR) for all non-negative regularization parameters, offering a geometric perspective on various phenomena in KRR. As applications: 1. We address the multiple…

Statistics Theory · Mathematics 2024-10-10 Georgios Gavrilopoulos , Guillaume Lecué , Zong Shang

Random smoothing data augmentation is a unique form of regularization that can prevent overfitting by introducing noise to the input data, encouraging the model to learn more generalized features. Despite its success in various…

Machine Learning · Statistics 2023-05-15 Liang Ding , Tianyang Hu , Jiahang Jiang , Donghao Li , Wenjia Wang , Yuan Yao

Kernel interpolation is a versatile tool for the approximation of functions from data, and it can be proven to have some optimality properties when used with kernels related to certain Sobolev spaces. In the context of interpolation, the…

Numerical Analysis · Mathematics 2025-01-09 Gabriele Santin , Tizian Wenzel , Bernard Haasdonk

In this paper we present an error analysis of an Eulerian finite element method for solving parabolic partial differential equations posed on evolving hypersurfaces in $\mathbb{R}^d$, $d=2,3$. The method employs discontinuous piecewise…

Numerical Analysis · Mathematics 2014-04-10 Maxim A. Olshanskii , Arnold Reusken

Any applied mathematical model contains parameters. The paper proposes to use kernel learning for the parametric analysis of the model. The approach consists in setting a distribution on the parameter space, obtaining a finite training…

Optimization and Control · Mathematics 2025-01-27 Vladimir Norkin , Alois Pichler

Deep neural networks and other deep learning methods have very successfully been applied to the numerical approximation of high-dimensional nonlinear parabolic partial differential equations (PDEs), which are widely used in finance,…

Numerical Analysis · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen , Thomas Kruse , Tuan Anh Nguyen

We develop a kernel-based approach for estimating the spatially varying Sobolev regularity~$s$ of an unknown $d$-variate function~$f$ from scattered sampling data, which quantifies the degree of local differentiability supported by the…

Numerical Analysis · Mathematics 2026-01-29 Xiaobin Li , Leevan Ling , Yizhong Sun