Related papers: Kernel-based Greedy Approximation of Parametric El…
In this paper, we study the non-monotone adaptive submodular maximization problem subject to a cardinality constraint. We first revisit the adaptive random greedy algorithm proposed in \citep{gotovos2015non}, where they show that this…
In this paper we first identify a basic limitation in gradient descent-based optimization methods when used in conjunctions with smooth kernels. An analysis based on the spectral properties of the kernel demonstrates that only a vanishingly…
Gaussian Process (GP) regression is a powerful nonparametric Bayesian framework, but its performance depends critically on the choice of covariance kernel. Selecting an appropriate kernel is therefore central to model quality, yet remains…
We develop a kernel-based solver for path-dependent PDEs (PPDEs) along with a convergence theory. Our numerical scheme leverages signature kernels, a recently introduced class of kernels on path-space. Specifically, we solve an optimal…
We propose and analyze a weighted greedy scheme for computing deterministic sample configurations in multidimensional space for performing least-squares polynomial approximations on $L^2$ spaces weighted by a probability density function.…
In many high-frequency simulation workflows, eigenvalue tracking along a parameter variation is necessary. This can become computationally prohibitive when repeated time-consuming eigenvalue problems must be solved. Therefore, we employ a…
We develop a novel framework for sparse multiscale kernel approximation of large scattered data problems based on a samplet representation. Samplets form a multiresolution analysis of localized discrete signed measures and enable…
In this paper, we compute finite sample bounds for data-driven approximations of the solution to stochastic reachability problems. Our approach uses a nonparametric technique known as kernel distribution embeddings, and provides…
Signature kernels have emerged as a powerful tool within kernel methods for sequential data. In the paper "The Signature Kernel is the solution of a Goursat PDE", the authors identify a kernel trick that demonstrates that, for continuously…
Greedy kernel approximation algorithms are successful techniques for sparse and accurate data-based modelling and function approximation. Based on a recent idea of stabilization of such algorithms in the scalar output case, we here consider…
We prove a number of \textit{a priori} estimates for weak solutions of elliptic equations or systems with vertically independent coefficients in the upper-half space. These estimates are designed towards applications to boundary value…
Kernel matrices, as well as weighted graphs represented by them, are ubiquitous objects in machine learning, statistics and other related fields. The main drawback of using kernel methods (learning and inference using kernel matrices) is…
The Reduced Basis Method (RBM) is a model reduction technique used to solve parametric PDEs that relies upon a basis set of solutions to the PDE at specific parameter values. To generate this reduced basis, the set of a small number of…
Chebyshev Greedy Algorithm is a generalization of the well known Orthogonal Matching Pursuit defined in a Hilbert space to the case of Banach spaces. We apply this algorithm for constructing sparse approximate solutions (with respect to a…
While reduced-order models (ROMs) have been popular for efficiently solving large systems of differential equations, the stability of reduced models over long-time integration is of present challenges. We present a greedy approach for ROM…
We consider the task of robust non-linear regression in the presence of both inlier noise and outliers. Assuming that the unknown non-linear function belongs to a Reproducing Kernel Hilbert Space (RKHS), our goal is to estimate the set of…
Kernel mean embeddings are a popular tool that consists in representing probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space. When the kernel is characteristic, mean embeddings can be used…
Methods for solving PDEs using neural networks have recently become a very important topic. We provide an a priori error analysis for such methods which is based on the $\mathcal{K}_1(\mathbb{D})$-norm of the solution. We show that the…
We consider adaptive finite element methods for second-order elliptic PDEs, where the arising discrete systems are not solved exactly. For contractive iterative solvers, we formulate an adaptive algorithm which monitors and steers the…
In this paper, we study a newly developed shearlet system on bounded domains which yields frames for $H^s(\Omega)$ for some $s\in \mathbb{N}$, $\Omega \subset \mathbb{R}^2$. We will derive approximation rates with respect to $H^s(\Omega)$…