English
Related papers

Related papers: Constructive Approximation of High-Dimensional Fun…

200 papers

We consider the global minimization of smooth functions based solely on function evaluations. Algorithms that achieve the optimal number of function evaluations for a given precision level typically rely on explicitly constructing an…

Optimization and Control · Mathematics 2020-12-23 Alessandro Rudi , Ulysse Marteau-Ferey , Francis Bach

We study kernel functions, and associated reproducing kernel Hilbert spaces $\mathscr{H}$ over infinite, discrete and countable sets $V$. Numerical analysis builds discrete models (e.g., finite element) for the purpose of finding…

Functional Analysis · Mathematics 2015-08-17 Palle Jorgensen , Feng Tian

In this paper we analyze a greedy procedure to approximate a linear functional defined in a Reproducing Kernel Hilbert Space by nodal values. This procedure computes a quadrature rule which can be applied to general functionals, including…

Numerical Analysis · Mathematics 2021-05-19 Gabriele Santin , Toni Karvonen , Bernard Haasdonk

Generalizing previous work of Iwaniec, Luo, and Sarnak (2000), we use information from one-level density theorems to estimate the proportion of non-vanishing of $L$-functions in a family at a low-lying height on the critical line (measured…

Number Theory · Mathematics 2022-10-17 Emanuel Carneiro , Andrés Chirre , Micah B. Milinovich

Depth measures are powerful tools for defining level sets in emerging, non--standard, and complex random objects such as high-dimensional multivariate data, functional data, and random graphs. Despite their favorable theoretical properties,…

It has been found empirically that quasi-Monte Carlo methods are often efficient for very high-dimensional problems, that is, with dimension in the hundreds or even thousands. The common explanation for this surprising fact is that those…

Numerical Analysis · Mathematics 2014-09-23 Christian Irrgeher , Gunther Leobacher

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

This paper addresses the problem of approximating an unknown function from point evaluations. When obtaining these point evaluations is costly, minimising the required sample size becomes crucial, and it is unreasonable to reserve a…

Numerical Analysis · Mathematics 2025-11-06 Nando Hegemann , Anthony Nouy , Philipp Trunschke

We study high-dimensional nonlinear approximation of functions in H\"older-Nikol'skii spaces $H^\alpha_\infty(\mathbb{I}^d)$ on the unit cube $\mathbb{I}^d:=[0,1]^d$ having mixed smoothness, by parametric manifolds. The approximation error…

Numerical Analysis · Mathematics 2021-02-09 Dinh Dũng , Van Kien Nguyen

We encounter a bottleneck when we try to borrow the strength of classical classifiers to classify functional data. The major issue is that functional data are intrinsically infinite dimensional, thus classical classifiers cannot be applied…

Methodology · Statistics 2021-03-09 Peijun Sang , Adam B Kashlak , Linglong Kong

Nonparametric feature selection in high-dimensional data is an important and challenging problem in statistics and machine learning fields. Most of the existing methods for feature selection focus on parametric or additive models which may…

Methodology · Statistics 2021-03-31 Hang Yu , Yuanjia Wang , Donglin Zeng

Function values are, in some sense, "almost as good" as general linear information for $L_2$-approximation (optimal recovery, data assimilation) of functions from a reproducing kernel Hilbert space. This was recently proved by new upper…

Numerical Analysis · Mathematics 2022-03-23 Aicke Hinrichs , David Krieg , Erich Novak , Jan Vybiral

We present a method to compute the stochastic reachability safety probabilities for high-dimensional stochastic dynamical systems. Our approach takes advantage of a nonparametric learning technique known as conditional distribution…

Systems and Control · Electrical Eng. & Systems 2020-10-19 Adam J. Thorpe , Vignesh Sivaramakrishnan , Meeko M. K. Oishi

We comment on recent results in the field of information based complexity, which state (in a number of different settings), that approximation of infinitely differentiable functions is intractable and suffers from the curse of…

Numerical Analysis · Mathematics 2013-04-04 Jan Vybiral

We describe a method to perform functional operations on probability distributions of random variables. The method uses reproducing kernel Hilbert space representations of probability distributions, and it is applicable to all operations…

Machine Learning · Statistics 2016-09-14 Bernhard Schölkopf , Krikamol Muandet , Kenji Fukumizu , Jonas Peters

Random features is a powerful universal function approximator that inherits the theoretical rigor of kernel methods and can scale up to modern learning tasks. This paper views uncertain system models as unknown or uncertain smooth functions…

Machine Learning · Computer Science 2021-06-25 Diego Agudelo-España , Yassine Nemmour , Bernhard Schölkopf , Jia-Jie Zhu

We consider universal approximations of symmetric and anti-symmetric functions, which are important for applications in quantum physics, as well as other scientific and engineering computations. We give constructive approximations with…

Numerical Analysis · Mathematics 2022-02-17 Jiequn Han , Yingzhou Li , Lin Lin , Jianfeng Lu , Jiefu Zhang , Linfeng Zhang

In this paper, we establish a neural network to approximate functionals, which are maps from infinite dimensional spaces to finite dimensional spaces. The approximation error of the neural network is $O(1/\sqrt{m})$ where $m$ is the size of…

Numerical Analysis · Mathematics 2023-01-02 Yahong Yang , Yang Xiang

The challenge of mastering computational tasks of enormous size tends to frequently override questioning the quality of the numerical outcome in terms of accuracy. By this we do not mean the accuracy within the discrete setting, which…

Numerical Analysis · Mathematics 2019-10-17 Markus Bachmayr , Wolfgang Dahmen

We investigate properties of neural networks that use both ReLU and $x^2$ as activation functions and build upon previous results to show that both analytic functions and functions in Sobolev spaces can be approximated by such networks of…

Machine Learning · Computer Science 2023-01-31 Vincent P. H. Goverse , Jad Hamdan , Jared Tanner