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We give a row sampling algorithm for the quantile loss function with sample complexity nearly linear in the dimensionality of the data, improving upon the previous best algorithm whose sampling complexity has at least cubic dependence on…

Data Structures and Algorithms · Computer Science 2020-06-16 Yi Li , Ruosong Wang , Lin Yang , Hanrui Zhang

We establish convergence rates for a fully discrete, multi-level, linear collocation method solving parametric elliptic PDEs on bounded polygonal domains with log-normal inputs. The method uses a finite set of function evaluations in the…

Numerical Analysis · Mathematics 2026-03-30 Dinh Dũng

In this paper, we analyse a method for approximating the distribution function and density of a random variable that depends in a non-trivial way on a possibly high number of independent random variables, each with support on the whole real…

Numerical Analysis · Mathematics 2022-10-07 Alexander D. Gilbert , Frances Y. Kuo , Ian H. Sloan

Weighting methods are widely used to adjust for covariates in observational studies, sample surveys, and regression settings. In this paper, we study a class of recently proposed weighting methods which find the weights of minimum…

Methodology · Statistics 2019-10-29 Yixin Wang , José R. Zubizarreta

We introduce and analyze a framework for function interpolation using compressed sensing. This framework - which is based on weighted $\ell^1$ minimization - does not require a priori bounds on the expansion tail in either its…

Numerical Analysis · Mathematics 2017-01-24 Ben Adcock

In this paper, we consider Barron functions $f : [0,1]^d \to \mathbb{R}$ of smoothness $\sigma > 0$, which are functions that can be written as \[ f(x) = \int_{\mathbb{R}^d} F(\xi) \, e^{2 \pi i \langle x, \xi \rangle} \, d \xi \quad…

Functional Analysis · Mathematics 2022-08-17 Felix Voigtlaender

Sparse signal recovery has been a cornerstone of advancements in data processing and imaging. Recently, the squared ratio of $\ell_1$ to $\ell_2$ norms, $(\ell_1/\ell_2)^2$, has been introduced as a sparsity-prompting function, showing…

Optimization and Control · Mathematics 2025-11-11 Jianqing Jia , Ashley Prater-Bennette , Lixin Shen

This paper studies several aspects of signal reconstruction of sampled data in spaces of bandlimited functions. In the first part, signal spaces are characterized in which the classical sampling series uniformly converge, and we investigate…

Information Theory · Computer Science 2014-10-23 Holger Boche , Volker Pohl

We consider the problem of estimating an expectation $ \mathbb{E}\left[ h(W)\right]$ by quasi-Monte Carlo (QMC) methods, where $ h $ is an unbounded smooth function on $ \mathbb{R}^d $ and $ W$ is a standard normal distributed random…

Numerical Analysis · Mathematics 2024-11-08 Du Ouyang , Xiaoqun Wang , Zhijian He

We consider the Maximum-weight Matching (MWM) problem in the streaming sliding window model of computation. In this model, the input consists of a sequence of weighted edges on a given vertex set $V$ of size $n$. The objective is to…

Data Structures and Algorithms · Computer Science 2023-01-11 Cezar-Mihail Alexandru , Pavel Dvořák , Christian Konrad , Kheeran K. Naidu

This article investigates discrete-time approximations of stochastic integrals driven by semimartingales with jumps via weighted bounded mean oscillation (BMO) approach. This approach enables $L_p$-estimates, $p \in (2, \infty)$, for the…

Probability · Mathematics 2021-12-14 Nguyen Tran Thuan

We established exact in order estimates an approximation of the Sobolev classes $W^{\boldsymbol{r}}_{p,\boldsymbol{\alpha}}(\mathbb{T}^d)$ of periodic functions of many variables with a bounded dominating mixed derivative. The approximation…

Classical Analysis and ODEs · Mathematics 2024-10-17 K. V. Pozharska , A. S. Romanyuk , S. Ya. Yanchenko

In this paper, we develop a sublinear-time compressive sensing algorithm for approximating functions of many variables which are compressible in a given Bounded Orthonormal Product Basis (BOPB). The resulting algorithm is shown to both have…

Numerical Analysis · Mathematics 2019-09-23 Bosu Choi , Mark Iwen , Toni Volkmer

Approximation properties of multivariate quasi-projection operators are studied in the paper. Wide classes of such operators are considered, including the sampling and the Kantorovich-Kotelnikov type operators generated by different…

Classical Analysis and ODEs · Mathematics 2020-03-26 Yurii Kolomoitsev , Maria Skopina

In this paper we show how to recover a spectral approximations to broad classes of structured matrices using only a polylogarithmic number of adaptive linear measurements to either the matrix or its inverse. Leveraging this result we obtain…

Data Structures and Algorithms · Computer Science 2018-12-18 Arun Jambulapati , Kirankumar Shiragur , Aaron Sidford

In this paper we propose an algorithm for recovering sparse orthogonal polynomials using stochastic collocation. Our approach is motivated by the desire to use generalized polynomial chaos expansions (PCE) to quantify uncertainty in models…

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

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

This paper introduces a quasi-interpolation operator for scalar- and vector-valued finite element spaces constructed on affine, shape-regular meshes with some continuity across mesh interfaces.This operator gives optimal estimates of the…

Numerical Analysis · Mathematics 2016-10-07 Alexandre Ern , Jean-Luc Guermond

Polynomial approximations to boolean functions have led to many positive results in computer science. In particular, polynomial approximations to the sign function underly algorithms for agnostically learning halfspaces, as well as…

Computational Complexity · Computer Science 2014-12-09 Mark Bun , Thomas Steinke

BV functions cannot be approximated well by piecewise constant functions, but this work will show that a good approximation is still possible with (countably) piecewise affine functions. In particular, this approximation is area-strictly…

Analysis of PDEs · Mathematics 2015-07-23 Jan Kristensen , Filip Rindler
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