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We propose, theoretically investigate, and numerically validate an algorithm for the Monte Carlo solution of least-squares polynomial approximation problems in a collocation frame- work. Our method is motivated by generalized Polynomial…

Numerical Analysis · Mathematics 2021-05-04 Akil Narayan , John D. Jakeman , Tao Zhou

We study the problem of recovering an unknown compactly-supported multivariate function from samples of its Fourier transform that are acquired nonuniformly, i.e. not necessarily on a uniform Cartesian grid. Reconstruction problems of this…

Numerical Analysis · Mathematics 2022-05-04 Ben Adcock , Milana Gataric , José Luis Romero

We consider the problem of approximating the unknown density $u\in L^2(\Omega,\lambda)$ of a measure $\mu$ on $\Omega\subset\R^n$, absolutely continuous with respect to some given reference measure $\lambda$, from the only knowledge of…

Optimization and Control · Mathematics 2012-09-03 Didier Henrion , Jean-Bernard Bernard Lasserre , Martin Mevissen

Let X_1, ..., X_n be a sequence of n classical random variables and consider a sample of r positions selected at random. Then, except with (exponentially in r) small probability, the min-entropy of the sample is not smaller than, roughly, a…

Quantum Physics · Physics 2012-06-04 Robert Koenig , Renato Renner

For optimization on large-scale data, exactly calculating its solution may be computationally difficulty because of the large size of the data. In this paper we consider subsampled optimization for fast approximating the exact solution. In…

Machine Learning · Statistics 2018-04-11 Rong Zhu , Jiming Jiang

It was shown by G. Pisier that any finite-dimensional normed space admits an $\alpha$-regular $M$-position, guaranteeing not only regular entropy estimates but moreover regular estimates on the diameters of minimal sections of its unit-ball…

Functional Analysis · Mathematics 2021-05-28 Emanuel Milman , Yuval Yifrach

Functions with discontinuities appear in many applications such as image reconstruction, signal processing, optimal control problems, interface problems, engineering applications and so on. Accurate approximation and interpolation of these…

Numerical Analysis · Mathematics 2023-02-07 Mohammad Karimnejad Esfahani , Stefano De Marchi , Francesco Marchetti

This work investigates the stability of (discrete) empirical interpolation for nonlinear model reduction and state field approximation from measurements. Empirical interpolation derives approximations from a few samples (measurements) via…

Numerical Analysis · Mathematics 2020-05-20 Benjamin Peherstorfer , Zlatko Drmač , Serkan Gugercin

We consider random polynomials of the form $G_n(z):= \sum_{|\alpha|\leq n} \xi^{(n)}_{\alpha}p_{n,\alpha}(z)$ where $\{\xi^{(n)}_{\alpha}\}_{|\alpha|\leq n}$ are i.i.d. (complex) random variables and $\{p_{n,\alpha}\}_{|\alpha|\leq n}$ form…

Probability · Mathematics 2024-12-17 T. Bloom , D. Dauvergne , N. Levenberg

In the matter of selection of sample time points for the estimation of the power spectral density of a continuous time stationary stochastic process, irregular sampling schemes such as Poisson sampling are often preferred over regular…

Statistics Theory · Mathematics 2010-07-19 Radhendushka Srivastava , Debasis Sengupta

In this paper, we develop a framework for the discretization of a mixed formulation of quasi-reversibility solutions to ill-posed problems with respect to Poisson's equations. By carefully choosing test and trial spaces a formulation that…

Numerical Analysis · Mathematics 2024-10-01 Erik Burman , Mingfei Lu

In the well-studied Stable Roommates problem, we seek a stable matching of agents into pairs, where no two agents prefer each other over their assigned partners. However, some instances of this problem are unsolvable, lacking any stable…

Computer Science and Game Theory · Computer Science 2025-07-08 Frederik Glitzner , David Manlove

Approximating a univariate function on the interval $[-1,1]$ with a polynomial is among the most classical problems in numerical analysis. When the function evaluations come with noise, a least-squares fit is known to reduce the effect of…

Numerical Analysis · Mathematics 2025-07-08 Takeru Matsuda , Yuji Nakatsukasa

Both the mean square polynomial stability and exponential stability of $\theta$ Euler-Maruyama approximation solutions of stochastic differential equations will be investigated for each $0\le\theta\le 1$ by using an auxiliary function $F$…

Numerical Analysis · Mathematics 2014-09-18 Yunjiao Hu , Guangqiang Lan , Chong Zhang

We investigate entropy minimization problems for quantum states subject to convex block-separable constraints. Our principal result is a quantitative stability theorem: under a natural confining (fixed-support) hypothesis, if a state has…

Quantum Physics · Physics 2026-01-21 Hassan Nasreddine

Recent findings by Jahn, T. Ullrich, Voigtlaender [10] relate non-linear sampling numbers for the square norm to quantities involving trigonometric best $m-$term approximation errors in the uniform norm. Here we establish new results for…

Numerical Analysis · Mathematics 2024-07-24 Moritz Moeller , Serhii Stasyuk , Tino Ullrich

It is a common contention that it is an ``impossible mission'' to exactly determine the minimum sample size for the estimation of a binomial parameter with prescribed margin of error and confidence level. In this paper, we investigate such…

Statistics Theory · Mathematics 2007-08-02 Xinjia Chen

This work studies an experimental design problem where {the values of a predictor variable, denoted by $x$}, are to be determined with the goal of estimating a function $m(x)$, which is observed with noise. A linear model is fitted to…

Statistics Theory · Mathematics 2023-05-03 David Azriel

We consider the problem of finding optimally stable polynomial approximations to the exponential for application to one-step integration of initial value ordinary and partial differential equations. The objective is to find the largest…

Numerical Analysis · Mathematics 2013-01-10 David I. Ketcheson , Aron J. Ahmadia

Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in…

Numerical Analysis · Mathematics 2012-01-18 Massimo Fornasier , Karin Schnass , Jan Vybiral