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This paper presents the error analysis of numerical methods on graded meshes for stochastic Volterra equations with weakly singular kernels. We first prove a novel regularity estimate for the exact solution via analyzing the associated…

Numerical Analysis · Mathematics 2023-09-01 Xinjie Dai , Jialin Hong , Derui Sheng

In this paper we analyze approximate methods for undertaking a principal components analysis (PCA) on large data sets. PCA is a classical dimension reduction method that involves the projection of the data onto the subspace spanned by the…

Machine Learning · Statistics 2017-08-16 Darren Homrighausen , Daniel J. McDonald

A new sampling methodology based on incomplete cosine expansion series is presented as an alternative to the traditional sinc function approach. Numerical integration shows that this methodology is efficient and practical. Applying the…

Numerical Analysis · Mathematics 2015-03-24 S. M. Abrarov , B. M. Quine

We investigate an extension of classical empirical risk minimization, where the hypothesis space consists of a random subspace within a given Hilbert space. Specifically, we examine the Nystr\"om method where the subspaces are defined by a…

Machine Learning · Statistics 2025-03-18 Andrea Della Vecchia , Ernesto De Vito , Jaouad Mourtada , Lorenzo Rosasco

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

This paper is a short introduction to numerical methods using the double exponential (DE) transformation, such as tanh-sinh quadrature and DE-Sinc approximation. The DE-based methods for numerical computation have been developed intensively…

Numerical Analysis · Mathematics 2025-05-22 Kazuo Murota , Takayasu Matsuo

In this paper, we focus on the reduced basis methodology in the context of non-linear non-affinely parametrized partial differential equations in which affine decomposition necessary for the reduced basis methodology are not obtained [4,…

Analysis of PDEs · Mathematics 2015-04-24 Cécile Daversin , Christophe Prud'Homme

The CUR matrix decomposition and the Nystr\"{o}m approximation are two important low-rank matrix approximation techniques. The Nystr\"{o}m method approximates a symmetric positive semidefinite matrix in terms of a small number of its…

Machine Learning · Computer Science 2013-10-02 Shusen Wang , Zhihua Zhang

In this work, we propose a method combining the Sinc collocation method with the double exponential transformation for computing the eigenvalues of the anharmonic Coulombic potential. We introduce a scaling factor that improves the…

Numerical Analysis · Mathematics 2015-11-17 Tyler Cassidy , Philippe Gaudreau , Hassan Safouhi

Covariance matrix estimates are an essential part of many signal processing algorithms, and are often used to determine a low-dimensional principal subspace via their spectral decomposition. However, exact eigenanalysis is computationally…

Applications · Statistics 2011-12-01 Nicholas Arcolano , Patrick J. Wolfe

Kernel Principal Component Analysis (KPCA) is a popular dimensionality reduction technique with a wide range of applications. However, it suffers from the problem of poor scalability. Various approximation methods have been proposed in the…

Machine Learning · Computer Science 2017-12-13 Deena P. Francis , Kumudha Raimond

The cross entropy (CE) method is a model based search method to solve optimization problems where the objective function has minimal structure. The Monte-Carlo version of the CE method employs the naive sample averaging technique which is…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

Sigma-Delta modulation is a popular method for analog-to-digital conversion of bandlimited signals that employs coarse quantization coupled with oversampling. The standard mathematical model for the error analysis of the method measures the…

Information Theory · Computer Science 2010-01-29 Percy Deift , C. Sinan Güntürk , Felix Krahmer

We present and analyze fully discrete Nystr\"om methods for the solution of three classes of well conditioned boundary integral equations for the solution of two dimensional scattering problems by homogeneous dielectric scatterers.…

Numerical Analysis · Mathematics 2014-04-07 Y. Boubendir , V. Dominguez , C. Turc

We have developed and implemented a self-consistent density functional method using standard norm-conserving pseudopotentials and a flexible, numerical LCAO basis set, which includes multiple-zeta and polarization orbitals. Exchange and…

We survey classical kernel methods for providing nonparametric solutions to problems involving measurement error. In particular we outline kernel-based methodology in this setting, and discuss its basic properties. Then we point to close…

Methodology · Statistics 2010-03-02 Aurore Delaigle , Peter Hall

The solution of pseudo initial value differential equations, either ordinary or partial (including those of fractional nature), requires the development of adequate analytical methods, complementing those well established in the ordinary…

Mathematical Physics · Physics 2019-02-05 Nicolas Behr , Giuseppe Dattoli , Ambra Lattanzi

The Nystr\"om method is a popular low-rank approximation technique for large matrices that arise in kernel methods and convex optimization. Yet, when the data exhibits heavy-tailed spectral decay, the effective dimension of the problem…

Data Structures and Algorithms · Computer Science 2025-07-22 Sachin Garg , Michał Dereziński

In this paper, we develop a new reduced basis (RB) method, named as Single Eigenvalue Acceleration Method (SEAM), for second-order parabolic equations with homogeneous Dirichlet boundary conditions. The high-fidelity numerical method adopts…

Numerical Analysis · Mathematics 2023-02-16 Qijia Zhai , Qingguo Hong , Xiaoping Xie

The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…

Numerical Analysis · Mathematics 2022-12-12 Robert I McLachlan , Christian Offen