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In this paper we consider $L_p$-approximation, $p \in \{2,\infty\}$, of periodic functions from weighted Korobov spaces. In particular, we discuss tractability properties of such problems, which means that we aim to relate the dependence of…

Numerical Analysis · Mathematics 2022-01-26 Adrian Ebert , Peter Kritzer , Friedrich Pillichshammer

This paper offers a newly created integral approach for operators employing the orthogonal modified Laguerre polynomials and P\u{a}lt\u{a}nea basis. These operators approximate the functions over the interval $[0,\infty)$. Further, the…

Functional Analysis · Mathematics 2024-05-14 Kapil Kumar , Naokant Deo , Durvesh Kumar Verma

Stochastic alternating algorithms for bi-objective optimization are considered when optimizing two conflicting functions for which optimization steps have to be applied separately for each function. Such algorithms consist of applying a…

Optimization and Control · Mathematics 2023-01-09 Suyun Liu , Luis Nunes Vicente

We consider rank-1 lattices for integration and reconstruction of functions with series expansion supported on a finite index set. We explore the connection between the periodic Fourier space and the non-periodic cosine space and Chebyshev…

Numerical Analysis · Mathematics 2020-08-11 Frances Y. Kuo , Giovanni Migliorati , Fabio Nobile , Dirk Nuyens

The ODE method has been a workhorse for algorithm design and analysis since the introduction of the stochastic approximation. It is now understood that convergence theory amounts to establishing robustness of Euler approximations for ODEs,…

Optimization and Control · Mathematics 2020-10-02 Shuhang Chen , Adithya Devraj , Andrey Bernstein , Sean Meyn

We give a deterministic algorithm for solving the (1+eps)-approximate Closest Vector Problem (CVP) on any n dimensional lattice and any norm in 2^{O(n)}(1+1/eps)^n time and 2^n poly(n) space. Our algorithm builds on the lattice point…

Data Structures and Algorithms · Computer Science 2013-01-01 Daniel Dadush , Gabor Kun

In this paper we approximate high-dimensional functions $f\colon\mathbb T^d\to\mathbb C$ by sparse trigonometric polynomials based on function evaluations. Recently it was shown that a dimension-incremental sparse Fourier transform (SFT)…

Numerical Analysis · Mathematics 2023-06-07 Felix Bartel , Fabian Taubert

We consider estimation in a sparse additive regression model with the design points on a regular lattice. We establish the minimax convergence rates over Sobolev classes and propose a Fourier-based rate-optimal estimator which is adaptive…

Statistics Theory · Mathematics 2014-04-02 Felix Abramovich , Tal Lahav

The approximation of a general $d$-variate function $f$ by the shifts $\phi(\cdot-\xi)$, $\xi\in\Xi\subset \Rd$, of a fixed function $\phi$ occurs in many applications such as data fitting, neural networks, and learning theory. When…

Classical Analysis and ODEs · Mathematics 2008-02-19 Ronald DeVore , Amos Ron

We propose a new numerical scheme for approximating level-sets of Lipschitz multivariate functions which is robust to stochastic noise. The algorithm's main feature is an adaptive grid-based stochastic approximation strategy which…

Numerical Analysis · Mathematics 2025-09-19 Matteo Croci , Abdul-Lateef Haji-Ali , Ian C. J. Powell

The purpose of the paper is to provide a characterization of the error of the best polynomial approximation of composite functions in weighted spaces. Such a characterization is essential for the convergence analysis of numerical methods…

Numerical Analysis · Mathematics 2023-08-14 Luisa Fermo , Concetta Laurita , Maria Grazia Russo

In this paper we estimate the expected error of a stochastic approximation algorithm where the maximum of a function is found using finite differences of a stochastic representation of that function. An error estimate of $O(n^{-1/5})$ for…

Optimization and Control · Mathematics 2021-09-02 Miklos Rasonyi , Kinga Tikosi

We study quasi-Monte Carlo (QMC) methods for numerical integration of multivariate functions defined over the high-dimensional unit cube. Lattice rules and polynomial lattice rules, which are special classes of QMC methods, have been…

Numerical Analysis · Mathematics 2020-06-23 Josef Dick , Takashi Goda

Numerous approximation algorithms for problems on unit disk graphs have been proposed in the literature, exhibiting a sharp trade-off between running times and approximation ratios. We introduce a variation of the known shifting strategy…

Data Structures and Algorithms · Computer Science 2016-11-08 Guilherme D. da Fonseca , Vinícius G. Pereira de Sá , Celina M. H. de Figueiredo

The goal of this work is to fill a gap in [Yang, SIAM J. Matrix Anal. Appl, 41 (2020), 1797--1825]. In that work, an approximation procedure was proposed for orthogonal low-rank tensor approximation; however, the approximation lower bound…

Optimization and Control · Mathematics 2021-01-01 Yuning Yang

We propose a method to improve lattice operators composed of Wilson fermions which allows the removal of all corrections of $O(a)$, including those proportional to the quark mass, leaving only errors of $O(a^2)$. The method exploits the…

High Energy Physics - Lattice · Physics 2009-10-09 G. Martinelli , G. C. Rossi , C. T. Sachrajda , S. Sharpe , M. Talevi , M. Testa

We investigate the approximation of weighted integrals over $\mathbb{R}^d$ for integrands from weighted Sobolev spaces of mixed smoothness. We prove upper and lower bounds of the convergence rate of optimal quadratures with respect to $n$…

Numerical Analysis · Mathematics 2023-05-01 Dinh Dũng

We give an $\alpha(1+\epsilon)$-approximation algorithm for solving covering LPs, assuming the presence of a $(1/\alpha)$-approximation algorithm for a certain optimization problem. Our algorithm is based on a simple modification of the…

Data Structures and Algorithms · Computer Science 2020-12-18 Eklavya Sharma

In the present paper, optimal quadrature formulas in the sense of Sard are constructed for numerical integration of the integral $\int_a^be^{2\pi i\omega x}\varphi(x)d x$ with $\omega\in \mathbb{R}$ in the Sobolev space $L_2^{(m)}[a,b]$ of…

Numerical Analysis · Mathematics 2020-04-17 Abdullo R. Hayotov , Soomin Jeon , Chang-Ock Lee , Kholmat M. Shadimetov

In a series of papers, in 1993, 1994 & 1996, Sloan & Niederreiter introduced a modification of lattice rules for non-periodic functions, called "vertex modified lattice rules"', and a particular breed called "optimal vertex modified lattice…

Numerical Analysis · Mathematics 2020-07-20 Dirk Nuyens , Ronald Cools