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We analyze the orthogonal greedy algorithm when applied to dictionaries $\mathbb{D}$ whose convex hull has small entropy. We show that if the metric entropy of the convex hull of $\mathbb{D}$ decays at a rate of $O(n^{-\frac{1}{2}-\alpha})$…

Statistics Theory · Mathematics 2022-01-25 Jonathan W. Siegel , Jinchao Xu

Submodular maximization has been widely studied over the past decades, mostly because of its numerous applications in real-world problems. It is well known that the standard greedy algorithm guarantees a worst-case approximation factor of…

Data Structures and Algorithms · Computer Science 2020-02-12 Alfredo Torrico , Mohit Singh , Sebastian Pokutta

Functions of interest are often smooth and sparse in some sense, and both priors should be taken into account when interpolating sampled data. Classical linear interpolation methods are effective under strong regularity assumptions, but…

Functional Analysis · Mathematics 2015-03-27 Holger Rauhut , Rachel Ward

The general theory of greedy approximation with respect to arbitrary dictionaries is well developed in the case of real Banach spaces. Recently, some of results proved for the Weak Chebyshev Greedy Algorithm (WCGA) in the case of real…

Functional Analysis · Mathematics 2024-10-01 A. Gasnikov , V. Temlyakov

We propose new compressive parameter estimation algorithms that make use of polar interpolation to improve the estimator precision. Our work extends previous approaches involving polar interpolation for compressive parameter estimation in…

Information Theory · Computer Science 2016-11-17 Karsten Fyhn , Marco F. Duarte , Søren Holdt Jensen

We discuss the upper and lower estimates for the rate of convergence of Pure and Orthogonal Greedy Algorithms for dictionary with bounded cumulative coherence.

Numerical Analysis · Mathematics 2009-11-10 Eugene Livshitz

Results on two different settings of asymptotic behavior of approximation characteristics of individual functions are presented. First, we discuss the following classical question for sparse approximation. Is it true that for any individual…

Numerical Analysis · Mathematics 2019-11-11 L. Burusheva , V. Temlyakov

We suggest a new greedy strategy for convex optimization in Banach spaces and prove its convergent rates under a suitable behavior of the modulus of uniform smoothness of the objective function.

Optimization and Control · Mathematics 2015-05-15 Zheming Gao , Guergana Petrova

In the context of Gaussian conditioning, greedy algorithms iteratively select the most informative measurements, given an observed Gaussian random variable. However, the convergence analysis for conditioning Gaussian random variables…

Statistics Theory · Mathematics 2025-02-18 Daniel Winkle , Ingo Steinwart , Bernard Haasdonk

Dense kernel matrices resulting from pairwise evaluations of a kernel function arise naturally in machine learning and statistics. Previous work in constructing sparse approximate inverse Cholesky factors of such matrices by minimizing…

Computation · Statistics 2025-05-12 Stephen Huan , Joseph Guinness , Matthias Katzfuss , Houman Owhadi , Florian Schäfer

Methods for stochastic trace estimation often require the repeated evaluation of expressions of the form $z^T p_n(A)z$, where $A$ is a symmetric matrix and $p_n$ is a degree $n$ polynomial written in the standard or Chebyshev basis. We show…

Numerical Analysis · Mathematics 2021-01-05 Eric Hallman

We investigate topological, combinatorial, statistical, and enumeration properties of finite graphs with high Kolmogorov complexity (almost all graphs) using the novel incompressibility method. Example results are: (i) the mean and variance…

Combinatorics · Mathematics 2007-05-23 Harry Buhrman , Ming Li , John Tromp , Paul Vitanyi

Approximating field variables and data vectors from sparse samples is a key challenge in computational science. Widely used methods such as gappy proper orthogonal decomposition and empirical interpolation rely on linear approximation…

Numerical Analysis · Mathematics 2024-12-16 Paul Schwerdtner , Serkan Gugercin , Benjamin Peherstorfer

We briefly survey some concepts related to empirical entropy -- normal numbers, de Bruijn sequences and Markov processes -- and investigate how well it approximates Kolmogorov complexity. Our results suggest $\ell$th-order empirical entropy…

Information Theory · Computer Science 2007-07-16 Travis Gagie

We generalize the matroid-theoretic approach to greedy algorithms to the setting of poset matroids, in the sense of Barnabei, Nicoletti and Pezzoli (1998) [BNP]. We illustrate our result by providing a generalization of Kruskal algorithm…

Combinatorics · Mathematics 2013-06-18 Luca Ferrari

Greedy algorithms are popular in compressive sensing for their high computational efficiency. But the performance of current greedy algorithms can be degenerated seriously by noise (both multiplicative noise and additive noise). A robust…

Information Theory · Computer Science 2014-02-10 Yurrit Avonds , Yipeng Liu , Sabine Van Huffel

We first investigate on the asymptotics of the Kolmogorov metric entropy and nonlinear n-widths of approximation spaces on some function classes on manifolds and quasi-metric measure spaces. Secondly, we develop constructive algorithms to…

Numerical Analysis · Mathematics 2018-05-17 Martin Ehler , Frank Filbir

Approximating adequate number of clusters in multidimensional data is an open area of research, given a level of compromise made on the quality of acceptable results. The manuscript addresses the issue by formulating a transductive…

Computer Vision and Pattern Recognition · Computer Science 2015-03-17 Shriprakash Sinha

Previous works show convergence of rational Chebyshev approximants to the Pad\'e approximant as the underlying domain of approximation shrinks to the origin. In the present work, the asymptotic error and interpolation properties of rational…

Numerical Analysis · Mathematics 2024-10-08 Tobias Jawecki

A novel method which is called the Chebyshev inertial iteration for accelerating the convergence speed of fixed-point iterations is presented. The Chebyshev inertial iteration can be regarded as a valiant of the successive over relaxation…

Optimization and Control · Mathematics 2021-06-09 Tadashi Wadayama , Satoshi Takabe
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