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We give a faster algorithm for computing an approximate John ellipsoid around $n$ points in $d$ dimensions. The best known prior algorithms are based on repeatedly computing the leverage scores of the points and reweighting them by these…

Data Structures and Algorithms · Computer Science 2025-01-06 David P. Woodruff , Taisuke Yasuda

Time delay estimation has long been an active area of research. In this work, we show that compressive sensing with interpolation may be used to achieve good estimation precision while lowering the sampling frequency. We propose an…

Information Theory · Computer Science 2013-06-12 Karsten Fyhn , Marco F. Duarte , Søren Holdt Jensen

Leverage score sampling provides an appealing way to perform approximate computations for large matrices. Indeed, it allows to derive faithful approximations with a complexity adapted to the problem at hand. Yet, performing leverage scores…

Machine Learning · Statistics 2019-01-25 Alessandro Rudi , Daniele Calandriello , Luigi Carratino , Lorenzo Rosasco

We present a novel way of generating Lyapunov functions for proving linear convergence rates of first-order optimization methods. Our approach provably obtains the fastest linear convergence rate that can be verified by a quadratic Lyapunov…

Optimization and Control · Mathematics 2018-06-13 Adrien Taylor , Bryan Van Scoy , Laurent Lessard

A $\textit{polygonal curve}$ is a collection of $m$ connected line segments specified as the linear interpolation of a list of points $\{p_0, p_1, \ldots, p_m\}$. These curves may be obtained by sampling points from an oriented curve in…

Numerical Analysis · Mathematics 2021-09-10 Marcella Manivel , Milena Silva , Robert Thompson

We construct Lagrange interpolating polynomials for a set of points and values belonging to the algebra of real quaternions $H\simeq R_{0,2}$, or to the real Clifford algebra $R_{0,3}$. In the quaternionic case, the approach by means of…

Complex Variables · Mathematics 2018-07-02 Riccardo Ghiloni , Alessandro Perotti

We construct approximate Fekete point sets for kernel-based interpolation by maximising the determinant of a kernel Gram matrix obtained via truncation of an orthonormal expansion of the kernel. Uniform error estimates are proved for kernel…

Numerical Analysis · Mathematics 2020-06-23 Toni Karvonen , Simo Särkkä , Ken'ichiro Tanaka

Necessary optimality conditions in Lagrangian form and the sequential minimization framework are extended to mixed-integer nonlinear optimization, without any convexity assumptions. Building upon a recently developed notion of local…

Optimization and Control · Mathematics 2026-04-10 Alberto De Marchi

In this article we introduce a broad family of adaptive, linear time-frequency representations termed superposition frames, and show that they admit desirable fast overlap-add reconstruction properties akin to standard short-time Fourier…

Numerical Analysis · Mathematics 2010-04-20 Daniel Rudoy , Prabahan Basu , Patrick J. Wolfe

Graph-based approximation methods are of growing interest in many areas, including transportation, biological and chemical networks, financial models, image processing, network flows, and more. In these applications, often a basis for the…

Numerical Analysis · Mathematics 2024-03-18 Edward J. Fuselier , John Paul Ward

This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…

Optimization and Control · Mathematics 2026-02-17 Patrick L. Combettes , Javier I. Madariaga

Algebraic curve interpolation is described by specifying the location of N points in the plane and constructing an algebraic curve of a function f that should pass through them. In this paper, we propose a novel approach to construct the…

General Mathematics · Mathematics 2024-07-11 Lydia Dehbi , Zhengfeng Yang , Chao Peng , Yaochen Xu , Zhenbing Zeng

A rule for constructing interpolation nodes for $n$th degree polynomials on the simplex is presented. These nodes are simple to define recursively from families of 1D node sets, such as the Lobatto-Gauss-Legendre (LGL) nodes. The resulting…

Numerical Analysis · Mathematics 2020-08-11 Tobin Isaac

Local Linear embedding (LLE) is a popular dimension reduction method. In this paper, we first show LLE with nonnegative constraint is equivalent to the widely used Laplacian embedding. We further propose to iterate the two steps in LLE…

Machine Learning · Computer Science 2012-07-03 Deguang Kong , Chris H. Q. Ding , Heng Huang , Feiping Nie

We establish linear convergence rates for a certain class of extrapolated fixed point algorithms which are based on dynamic string-averaging methods in a real Hilbert space. This applies, in particular, to the extrapolated simultaneous and…

Optimization and Control · Mathematics 2018-05-11 Christian Bargetz , Victor I. Kolobov , Simeon Reich , Rafał Zalas

This paper examines the asymptotic convergence properties of Lipschitz interpolation methods within the context of bounded stochastic noise. In the first part of the paper, we establish probabilistic consistency guarantees of the classical…

Optimization and Control · Mathematics 2023-10-12 Julien Walden Huang , Stephen Roberts , Jan-Peter Calliess

We examine the exponentially improved asymptotic expansion of the Lerch zeta function $L(\lambda,a,s)=\sum_{n=1}^\infty \exp (2\pi ni\lambda)/(n+a)^s$ for large complex values of $a$, with $\lambda$ and $s$ regarded as parameters. It is…

Classical Analysis and ODEs · Mathematics 2016-02-02 R B Paris

In this paper we discuss the problem of interpolation on straight lines by linear combinations of ridge functions with fixed directions. By using some geometry and/or systems of linear equations, we constructively prove that it is…

Classical Analysis and ODEs · Mathematics 2025-12-05 Azer Akhmedov , Vugar Ismailov

We show that highly accurate approximations can often be obtained from constructing Thiele interpolating continued fractions by a Greedy selection of the interpolation points together with an early termination condition. The obtained…

Numerical Analysis · Mathematics 2023-02-23 Oliver Salazar Celis

In this paper, we propose a novel extrapolation coefficient scheme within a new extrapolation term and develop an accelerated proximal gradient algorithm. We establish that the algorithm achieves a sublinear convergence rate. The proposed…

Optimization and Control · Mathematics 2025-10-17 Chengzhi Huang