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The accuracy of deep learning, i.e., deep neural networks, can be characterized by dividing the total error into three main types: approximation error, optimization error, and generalization error. Whereas there are some satisfactory…

Machine Learning · Statistics 2021-11-03 Pengzhan Jin , Lu Lu , Yifa Tang , George Em Karniadakis

We study the problem of estimating a distribution over a finite alphabet from an i.i.d. sample, with accuracy measured in relative entropy (Kullback-Leibler divergence). While optimal bounds on the expected risk are known, high-probability…

Statistics Theory · Mathematics 2026-02-27 Jaouad Mourtada

In this paper we study $L_2$-norm sampling discretization and sampling recovery of complex-valued functions in RKHS on $D \subset \R^d$ based on random function samples. We only assume the finite trace of the kernel (Hilbert-Schmidt…

Numerical Analysis · Mathematics 2021-05-03 Moritz Moeller , Tino Ullrich

The best practical techniques for exact solution of instances of the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a branch-and-bound framework, working with a…

Optimization and Control · Mathematics 2024-02-19 Zhongzhu Chen , Marcia Fampa , Jon Lee

We investigate the asymptotic behavior of the $L_p$-distance between a monotone function on a compact interval and a smooth estimator of this function. Our main result is a central limit theorem for the $L_p$-error of smooth isotonic…

Statistics Theory · Mathematics 2018-06-01 Hendrik P. Lopuhaä , Eni Musta

There are many application papers that solve elliptic boundary value problems by meshless methods, and they use various forms of generalized stiffness matrices that approximate derivatives of functions from values at scattered nodes…

Numerical Analysis · Mathematics 2016-12-23 Robert Schaback

Behavior of the entropy numbers of classes of multivariate functions with mixed smoothness is studied here. This problem has a long history and some fundamental problems in the area are still open. The main goal of this paper is to develop…

Numerical Analysis · Mathematics 2016-03-01 V. Temlyakov

This paper is a direct followup of the recent author's paper. In this paper we continue to analyze approximation and recovery properties with respect to systems satisfying universal sampling discretization property and a special…

Numerical Analysis · Mathematics 2024-01-29 V. Temlyakov

Rigorous assessment of uncertainty is crucial to the utility of DNS results. Uncertainties in the computed statistics arise from two sources: finite statistical sampling and the discretization of the Navier-Stokes equations. Due to the…

Fluid Dynamics · Physics 2015-06-17 Todd A. Oliver , Nicholas Malaya , Rhys Ulerich , Robert D. Moser

Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, it seems to be a considerable restriction when the potentials are often required to be smooth (gradient Lipschitz). This paper…

Computation · Statistics 2022-02-23 Dao Nguyen

Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…

Numerical Analysis · Mathematics 2026-04-02 Fernando Casas , Ander Murua

Within the machine learning community, the widely-used uniform convergence framework has been used to answer the question of how complex, over-parameterized models can generalize well to new data. This approach bounds the test error of the…

Machine Learning · Statistics 2021-03-05 Ryan Theisen , Jason M. Klusowski , Michael W. Mahoney

Recently, in a number of papers it was understood that results on sampling discretization and on the universal sampling discretization can be successfully used in the problem of sampling recovery. Moreover, it turns out that it is…

Numerical Analysis · Mathematics 2024-10-16 Irina Limonova , Yuri Malykhin , Vladimir Temlyakov

The problem of replacing an integral norm with respect to a given probability measure by the corresponding integral norm with respect to a discrete measure is discussed in the paper. The above problem is studied for elements of finite…

Numerical Analysis · Mathematics 2019-11-01 F. Dai , A. Prymak , V. N. Temlyakov , S. Tikhonov

The first order loss function and its complementary function are extensively used in practical settings. When the random variable of interest is normally distributed, the first order loss function can be easily expressed in terms of the…

Optimization and Control · Mathematics 2014-09-09 Roberto Rossi , S. Armagan Tarim , Steven Prestwich , Brahim Hnich

We present novel bounds for estimating discrete probability distributions under the $\ell_\infty$ norm. These are nearly optimal in various precise senses, including a kind of instance-optimality. Our data-dependent convergence guarantees…

Statistics Theory · Mathematics 2024-02-14 Aryeh Kontorovich , Amichai Painsky

This paper explores the generalization characteristics of iterative learning algorithms with bounded updates for non-convex loss functions, employing information-theoretic techniques. Our key contribution is a novel bound for the…

Machine Learning · Computer Science 2023-10-17 Jingwen Fu , Nanning Zheng

We make two contributions to the problem of estimating the $L_1$ calibration error of a binary classifier from a finite dataset. First, we provide an upper bound for any classifier where the calibration function has bounded variation.…

We present a general technique for the analysis of first-order methods. The technique relies on the construction of a duality gap for an appropriate approximation of the objective function, where the function approximation improves as the…

Optimization and Control · Mathematics 2019-12-12 Jelena Diakonikolas , Lorenzo Orecchia

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

Machine Learning · Computer Science 2024-12-03 Maryam Aliakbarpour , Piotr Indyk , Ronitt Rubinfeld , Sandeep Silwal