English
Related papers

Related papers: Constructive Approximation of High-Dimensional Fun…

200 papers

Motivated by small bandwidth asymptotics for kernel-based semiparametric estimators in econometrics, this paper establishes Gaussian approximation results for high-dimensional fixed-order $U$-statistics whose kernels depend on the sample…

Statistics Theory · Mathematics 2025-10-15 Shunsuke Imai , Yuta Koike

The ratio between two probability density functions is an important component of various tasks, including selection bias correction, novelty detection and classification. Recently, several estimators of this ratio have been proposed. Most…

Methodology · Statistics 2014-04-30 Rafael Izbicki , Ann B. Lee , Chad M. Schafer

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

Numerical Analysis · Mathematics 2018-03-06 Michael Griebel , Peter Oswald

Low-rank approximations are popular methods to reduce the high computational cost of algorithms involving large-scale kernel matrices. The success of low-rank methods hinges on the matrix rank of the kernel matrix, and in practice, these…

Numerical Analysis · Computer Science 2020-10-22 Ruoxi Wang , Yingzhou Li , Eric Darve

We study numerical integration of functions depending on an infinite number of variables. We provide lower error bounds for general deterministic linear algorithms and provide matching upper error bounds with the help of suitable multilevel…

Numerical Analysis · Mathematics 2021-02-09 Josef Dick , Michael Gnewuch

We consider the theory of regression on a manifold using reproducing kernel Hilbert space methods. Manifold models arise in a wide variety of modern machine learning problems, and our goal is to help understand the effectiveness of various…

Machine Learning · Statistics 2020-10-19 Andrew McRae , Justin Romberg , Mark Davenport

In this paper we develop a new machinery to study the capacity of artificial neural networks (ANNs) to approximate high-dimensional functions without suffering from the curse of dimensionality. Specifically, we introduce a concept which we…

Numerical Analysis · Mathematics 2025-01-29 Pierfrancesco Beneventano , Patrick Cheridito , Arnulf Jentzen , Philippe von Wurstemberger

Under the reproducing kernel Hilbert spaces (RKHS), we consider the penalized least-squares of the partially functional linear models (PFLM), whose predictor contains both functional and traditional multivariate parts, and the multivariate…

Statistics Theory · Mathematics 2022-10-03 Huiming Zhang , Xiaoyu Lei

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

Positive definite kernels and their associated Reproducing Kernel Hilbert Spaces provide a mathematically compelling and practically competitive framework for learning from data. In this paper we take the approximation theory point of view…

Machine Learning · Computer Science 2018-08-06 Mikhail Belkin

We study complexity measures on subsets of the boolean hypercube and exhibit connections between algebra (the Hilbert function) and combinatorics (VC theory). These connections yield results in both directions. Our main complexity-theoretic…

Combinatorics · Mathematics 2020-05-25 Shay Moran , Cyrus Rashtchian

This paper derives a new class of vector-valued reproducing kernel Hilbert spaces (vRKHS) defined in terms of operator-valued kernels for the representation of functional uncertainty arising in nonparametric adaptive control methods. These…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Haoran Wang , Shengyuan Niu , Henry Moon , Ian Willebeek-LeMair , Andrew J. Kurdila , Andrea L'Afflitto , Daniel Stilwell

Parametric mathematical models such as parameterizations of partial differential equations with random coefficients have received a lot of attention within the field of uncertainty quantification. The model uncertainties are often…

Numerical Analysis · Mathematics 2023-09-20 Philipp A. Guth , Vesa Kaarnioja

We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…

Statistics Theory · Mathematics 2025-04-09 Moritz Jirak , Alois Kneip , Alexander Meister , Mario Pahl

High-dimensional functional data have become increasingly prevalent in modern applications such as high-frequency financial data and neuroimaging data analysis. We investigate a class of high-dimensional linear regression models, where each…

Methodology · Statistics 2025-11-06 Xingche Guo , Yehua Li , Tailen Hsing

Density estimation plays a key role in many tasks in machine learning, statistical inference, and visualization. The main bottleneck in high-dimensional density estimation is the prohibitive computational cost and the slow convergence rate.…

Machine Learning · Computer Science 2021-10-22 Liang Ding , Lu Zou , Wenjia Wang , Shahin Shahrampour , Rui Tuo

Optimal experimental design seeks to determine the most informative allocation of experiments to infer an unknown statistical quantity. In this work, we investigate the optimal design of experiments for {\em estimation of linear functionals…

Artificial Intelligence · Computer Science 2023-01-18 Mojmír Mutný , Andreas Krause

In this paper we combine the theory of reproducing kernel Hilbert spaces with the field of collocation methods to solve boundary value problems with special emphasis on reproducing property of kernels. From the reproducing property of…

Numerical Analysis · Mathematics 2019-03-26 Babak Azarnavid , Mahdi Emamjome , Mohammad Nabati , Saeid Abbasbandy

We study approximation of embeddings between finite dimensional L_p spaces in the quantum model of computation. For the quantum query complexity of this problem matching (up to logarithmic factors) upper and lower bounds are obtained. The…

Quantum Physics · Physics 2007-05-23 Stefan Heinrich

This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…

Numerical Analysis · Mathematics 2014-01-03 Lionel Mathelin