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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 present a Fourier-based approach for high-dimensional function approximation. To this end, we analyze the truncated ANOVA (analysis of variance) decomposition and learn the anisotropic smoothness properties of the target function from…

Numerical Analysis · Mathematics 2025-11-04 Felix Bartel , Pascal Schröter

We consider the sensitivity of algorithms for the maximum matching problem against edge and vertex modifications. Algorithms with low sensitivity are desirable because they are robust to edge failure or attack. In this work, we show a…

Data Structures and Algorithms · Computer Science 2020-09-11 Yuichi Yoshida , Samson Zhou

We study $L_2$-approximation problems $\text{APP}_d$ in the worst case setting in the weighted Korobov spaces $H_{d,\a,{\bm \ga}}$ with parameter sequences ${\bm \ga}=\{\ga_j\}$ and $\a=\{\az_j\}$ of positive real numbers $1\ge \ga_1\ge…

Information Theory · Computer Science 2023-09-07 Huichao Yan , Jia Chen

$\newcommand{\MatA}{\mathcal{M}}$ $\newcommand{\eps}{\varepsilon}$ $\newcommand{\NSize}{\mathsf{N}{}}$ $\newcommand{\MatB}{\mathcal{B}}$ $\newcommand{\Fnorm}[1]{\left\| {#1} \right\|_F}$ $\newcommand{\PrcOpt}[2]{\mu_{\mathrm{opt}}\pth{#1,…

Computational Geometry · Computer Science 2014-11-03 Sariel Har-Peled

This paper focuses on scattered data fitting problems on spheres. We study the approximation performance of a class of weighted spectral filter algorithms, including Tikhonov regularization, Landaweber iteration, spectral cut-off, and…

Numerical Analysis · Mathematics 2024-10-24 Shao-Bo Lin

We propose local space-time approximation spaces for parabolic problems that are optimal in the sense of Kolmogorov and may be employed in multiscale and domain decomposition methods. The diffusion coefficient can be arbitrarily rough in…

Numerical Analysis · Mathematics 2021-08-25 Julia Schleuß , Kathrin Smetana

The ALPHA collaboration has determined the O(a) improved Wilson quark action for lattice spacings $a\leq 0.1$ fm, in the quenched approximation. We extend this result to coarser lattices, $a\leq 0.17$ fm, and calculate the hadron spectrum…

High Energy Physics - Lattice · Physics 2009-10-30 R. G. Edwards , U. M. Heller , T. R. Klassen

In the moldable job scheduling problem one has to assign a set of $n$ jobs to $m$ machines, in order to minimize the time it takes to process all jobs. Each job is moldable, so it can be assigned not only to one but any number of the equal…

Data Structures and Algorithms · Computer Science 2023-03-03 Kilian Grage , Klaus Jansen , Felix Ohnesorge

The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…

Numerical Analysis · Mathematics 2022-01-31 Stanislav Morozov , Nikolai Zamarashkin , Eugene Tyrtyshnikov

Consider the problem of minimizing an expected logarithmic loss over either the probability simplex or the set of quantum density matrices. This problem includes tasks such as solving the Poisson inverse problem, computing the…

Optimization and Control · Mathematics 2024-03-12 Chung-En Tsai , Hao-Chung Cheng , Yen-Huan Li

This paper presents an algorithm for solving multiobjective optimization problems involving composite functions, where we minimize a quadratic model that approximates $F(x) - F(x^k)$ and that can be derivative-free. We establish theoretical…

Optimization and Control · Mathematics 2026-01-29 V. S. Amaral , P. B. Assunção , D. R. Souza

Recently, Musco and Woodruff (FOCS, 2017) showed that given an $n \times n$ positive semidefinite (PSD) matrix $A$, it is possible to compute a $(1+\epsilon)$-approximate relative-error low-rank approximation to $A$ by querying…

Data Structures and Algorithms · Computer Science 2021-06-16 Ainesh Bakshi , Nadiia Chepurko , David P. Woodruff

In this article the error estimation of the moving least squares approximation is provided for functions in fractional order Sobolev spaces. The analysis presented in this paper extends the previous estimations and explains some unnoticed…

Numerical Analysis · Mathematics 2015-01-22 Davoud Mirzaei

Functions with discontinuities appear in many applications such as image reconstruction, signal processing, optimal control problems, interface problems, engineering applications and so on. Accurate approximation and interpolation of these…

Numerical Analysis · Mathematics 2023-02-07 Mohammad Karimnejad Esfahani , Stefano De Marchi , Francesco Marchetti

In this paper, we develop fast algorithms for two stochastic submodular maximization problems. We start with the well-studied adaptive submodular maximization problem subject to a cardinality constraint. We develop the first linear-time…

Machine Learning · Computer Science 2020-07-09 Shaojie Tang

In this paper, we deal with several aspects of the universal Frolov cubature method, that is known to achieve optimal asymptotic convergence rates in a broad range of function spaces. Even though every admissible lattice has this favorable…

Numerical Analysis · Mathematics 2018-02-26 Christopher Kacwin , Jens Oettershagen , Mario Ullrich , Tino Ullrich

It is known that for a $\rho$-weighted $L_q$-approximation of single variable functions $f$ with the $r$th derivatives in a $\psi$-weighted $L_p$ space, the minimal error of approximations that use $n$ samples of $f$ is proportional to…

Numerical Analysis · Mathematics 2019-07-10 P. Kritzer , F. Pillichshammer , L. Plaskota , G. W. Wasilkowski

This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…

Optimization and Control · Mathematics 2020-01-22 Mohammad S. Alkousa

This paper gives poly-logarithmic-round, distributed D-approximation algorithms for covering problems with submodular cost and monotone covering constraints (Submodular-cost Covering). The approximation ratio D is the maximum number of…

Data Structures and Algorithms · Computer Science 2020-05-29 Christos Koufogiannakis , Neal E. Young