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The probability density function (PDF) of a random variable associated with the solution of a partial differential equation (PDE) with random parameters is approximated using a truncated series expansion. The random PDE is solved using two…

Numerical Analysis · Mathematics 2021-01-25 Giacomo Capodaglio , Max Gunzburger , Henry P. Wynn

Classical Laguerre spectral approximations are highly effective on the half-line when the target function is smooth in the usual polynomial scale. However, their accuracy deteriorates for nonsmooth functions. Such behavior appears naturally…

Numerical Analysis · Mathematics 2026-05-27 Mahmoud A. Zaky

The discrete-time approximation for nonlinear filtering problems is related to both of strong and weak approximations of stochastic differential equations. In this paper, we propose a new method of proof for the convergence of approximate…

Probability · Mathematics 2014-05-26 Hideyuki Tanaka

We consider the problem of approximation of a continuous function $f$ defined on a compact metric space $X$ by elements from a sum of two algebras. We prove a de la Vall\'{e}e Poussin type theorem, which estimates the approximation error…

Functional Analysis · Mathematics 2024-06-18 Aida Asgarova , Vugar Ismailov

The aim of this paper is twofold: In the first part, we leverage recent results on scenario design to develop randomized algorithmsfor approximating the image set of a nonlinear mapping, that is, a (possibly noisy) mapping of a set via a…

Optimization and Control · Mathematics 2015-07-30 Fabrizio Dabbene , Didier Henrion , Constantino Lagoa , Pavel Shcherbakov

We introduce a probabilistic approach to the LMS filter. By means of an efficient approximation, this approach provides an adaptable step-size LMS algorithm together with a measure of uncertainty about the estimation. In addition, the…

Machine Learning · Statistics 2016-04-11 Jesus Fernandez-Bes , Víctor Elvira , Steven Van Vaerenbergh

We define the family of truncated Laguerre polynomials $P_n(x;z)$, orthogonal with respect to the linear functional $\ell$ defined by $$\langle{\ell,p\rangle}=\int_{0}^zp(x)x^\alpha e^{-x}dx,\qquad\alpha>-1.$$ The connection between…

Classical Analysis and ODEs · Mathematics 2023-07-25 Diego Dominici , Juan C. García-Ardila , Francisco Marcellán

We show the pointwise version of the Ste\v{c}kin theorem on approximation by de la Vall\'ee-Poussin means. The result on norm approximation is also derived.

Classical Analysis and ODEs · Mathematics 2016-08-14 Włodzimierz Łenski

The paper concerns the uniform polynomial approximation of a function $f$, continuous on the unit Euclidean sphere of ${\mathbb R}^3$ and known only at a finite number of points that are somehow uniformly distributed on the sphere. First we…

Numerical Analysis · Mathematics 2018-08-10 Woula Themistoclakis , Marc Van Barel

We consider approximating analytic functions on the interval $[-1,1]$ from their values at a set of $m+1$ equispaced nodes. A result of Platte, Trefethen \& Kuijlaars states that fast and stable approximation from equispaced samples is…

Numerical Analysis · Mathematics 2022-03-08 Ben Adcock , Alexei Shadrin

A fully implementable filtered polynomial approximation on spherical shells is considered. The method proposed is a quadrature-based version of a filtered polynomial approximation. The radial direction and the angular direction of the…

Numerical Analysis · Mathematics 2017-12-27 Yoshihito Kazashi

We consider discrete best approximation problems in the setting of tropical algebra, which is concerned with the theory and application of algebraic systems with idempotent operations. Given a set of input--output pairs of an unknown…

Numerical Analysis · Mathematics 2025-11-18 Nikolai Krivulin

Variational approximations to Gaussian processes (GPs) typically use a small set of inducing points to form a low-rank approximation to the covariance matrix. In this work, we instead exploit a sparse approximation of the precision matrix.…

Machine Learning · Computer Science 2024-11-22 Luhuan Wu , Geoff Pleiss , John Cunningham

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

This paper discusses the approximation by de la Vall\'{e}e Poussin means $V_nf$ on the unit sphere. Especially, the lower bound of approximation is studied. As a main result, the strong converse inequality for the means is established.…

Classical Analysis and ODEs · Mathematics 2011-05-23 Ruyue Yang , Feilong Cao , Jingyi Xiong

The Laguerre functions $l_{n,\tau}^\alpha$, $n=0,1,\dots$, are constructed from generalized Laguerre polynomials. The functions $l_{n,\tau}^\alpha$ depend on two parameters: scale $\tau>0$ and order of generalization $\alpha>-1$, and form…

Numerical Analysis · Mathematics 2023-12-13 E. D. Khoroshikh , V. G. Kurbatov

This work proposes and analyzes a compressed sensing approach to polynomial approximation of complex-valued functions in high dimensions. Of particular interest is the setting where the target function is smooth, characterized by a rapidly…

Numerical Analysis · Mathematics 2020-01-22 Abdellah Chkifa , Nick Dexter , Hoang Tran , Clayton G. Webster

In this work, we delve into the nonparametric empirical Bayes theory and approximate the classical Bayes estimator by a truncation of the generalized Laguerre series and then estimate its coefficients by minimizing the prior risk of the…

Statistics Theory · Mathematics 2021-12-17 Rida Benhaddou , Matthew Connell

We compute the closest convex piecewise linear-quadratic (PLQ) function with minimal number of pieces to a given univariate piecewise linear-quadratic function. The Euclidean norm is used to measure the distance between functions. First, we…

Optimization and Control · Mathematics 2025-03-25 Namrata Kundu , Yves Lucet

A deep approximation is an approximating function defined by composing more than one layer of simple functions. We study deep approximations of functions of one variable using layers consisting of low-degree polynomials or simple conformal…

Numerical Analysis · Mathematics 2025-04-25 Kingsley Yeon