English
Related papers

Related papers: Asymptotic analysis in multivariate worst case app…

200 papers

We study the Cowling approximation by analytical means as applied to a system of linear differential equations arising from models of non-radial stellar pulsation. We consider various asymptotic cases, including those of high harmonic…

Mathematical Physics · Physics 2025-07-22 Christopher J. Winfield

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

Numerical Analysis · Mathematics 2018-03-06 Michael Griebel , Peter Oswald

An asymptotic theory is established for linear functionals of the predictive function given by kernel ridge regression, when the reproducing kernel Hilbert space is equivalent to a Sobolev space. The theory covers a wide variety of linear…

Statistics Theory · Mathematics 2025-08-25 Rui Tuo , Lu Zou

We study d-variate approximation problems in the average case setting with respect to a zero-mean Gaussian measure. Our interest is focused on measures having a structure of non-homogeneous linear tensor product, where covariance kernel is…

Probability · Mathematics 2012-12-04 M. A. Lifshits , A. Papageorgiou , H. Woźniakowski

We consider an \eps-approximation by n-term partial sums of the Karhunen-Lo\`eve expansion to d-parametric random fields of tensor product-type in the average case setting. We investigate the behavior, as d tends to infinity, of the…

Probability · Mathematics 2012-08-15 N. Serdyukova

This paper studies the probabilistic function approximation problem over reproducing kernel Hilbert spaces. We show the existence and uniqueness of the optimizer under mild assumptions. Furthermore, we generalize the celebrated representer…

Functional Analysis · Mathematics 2025-07-16 Dongwei Chen , Kai-Hsiang Wang

In Random Matrix Theory the local correlations of the Laguerre and Jacobi Unitary Ensemble in the hard edge scaling limit can be described in terms of the Bessel kernel (containing a parameter $\alpha$). In particular, the so-called hard…

Functional Analysis · Mathematics 2010-01-15 Torsten Ehrhardt

It is common to model a deterministic response function, such as the output of a computer experiment, as a Gaussian process with a Mat\'ern covariance kernel. The smoothness parameter of a Mat\'ern kernel determines many important…

Statistics Theory · Mathematics 2023-11-28 Toni Karvonen

Motivated by small bandwidth asymptotics for kernel-based semiparametric estimators in econometrics, this paper establishes Gaussian approximation results for high-dimensional fixed-order $U$-statistics whose kernels depend on the sample…

Statistics Theory · Mathematics 2025-10-15 Shunsuke Imai , Yuta Koike

The Gaussian kernel is one of the most important kernels, applicable to many research fields, including scientific computing and data science. In this paper, we present asymptotic analysis of the Gaussian kernel matrix in high dimension…

Statistics Theory · Mathematics 2026-02-11 Kensuke Aishima

In parametric estimation of covariance function of Gaussian processes, it is often the case that the true covariance function does not belong to the parametric set used for estimation. This situation is called the misspecified case. In this…

Statistics Theory · Mathematics 2015-11-13 François Bachoc

We study lower bounds on the worst-case error of numerical integration in tensor product spaces. As reference we use the $N$-th minimal error of linear rules that use $N$ function values. The information complexity is the minimal number $N$…

Numerical Analysis · Mathematics 2024-04-29 Erich Novak , Friedrich Pillichshammer

This paper concerns the approximation of probability measures on $\mathbf{R}^d$ with respect to the Kullback-Leibler divergence. Given an admissible target measure, we show the existence of the best approximation, with respect to this…

Probability · Mathematics 2017-06-26 Yulong Lu , Andrew M. Stuart , Hendrik Weber

This article studies the problem of approximating functions belonging to a Hilbert space $\mathcal H_d$ with a reproducing kernel of the form $$\tilde K_d(\boldsymbol x,\boldsymbol t):=\prod_{\ell=1}^d…

Numerical Analysis · Mathematics 2014-11-05 Xuan Zhou , Fred J. Hickernell

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

We investigate the asymptotic mean squared error of kernel estimators of the intensity function of a spatial point process. We show that when $n$ independent copies of a point process in $\mathbb R^d$ are superposed, the optimal bandwidth…

Statistics Theory · Mathematics 2019-04-11 M. N. M. van Lieshout

We study the recovery of multivariate functions from reproducing kernel Hilbert spaces in the uniform norm. Our main interest is to obtain preasymptotic estimates for the corresponding sampling numbers. We obtain results in terms of the…

Numerical Analysis · Mathematics 2024-10-29 Kateryna Pozharska , Tino Ullrich

Modern density functional approximations achieve moderate accuracy at low computational cost for many electronic structure calculations. Some background is given relating the gradient expansion of density functional theory to the WKB…

Chemical Physics · Physics 2021-01-27 Kieron Burke

We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the statistical…

Statistics Theory · Mathematics 2012-02-24 Peter Hall , Tung Pham , M. P. Wand , S. S. J. Wang

We construct an asymptotic approximation to the solution of a transmission problem for a body containing a region occupied by many small inclusions. The cluster of inclusions is characterised by two small parameters that determine the…

Analysis of PDEs · Mathematics 2016-07-22 Michael Nieves