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We consider filtered subspace iteration for approximating a cluster of eigenvalues (and its associated eigenspace) of a (possibly unbounded) selfadjoint operator in a Hilbert space. The algorithm is motivated by a quadrature approximation…

Numerical Analysis · Mathematics 2019-02-05 Jay Gopalakrishnan , Luka Grubišić , Jeffrey Ovall

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

Numerical Analysis · Mathematics 2018-03-06 Michael Griebel , Peter Oswald

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

The popular cubic smoothing spline estimate of a regression function arises as the minimizer of the penalized sum of squares $\sum_j(Y_j - {\mu}(t_j))^2 + {\lambda}\int_a^b [{\mu}"(t)]^2 dt$, where the data are $t_j,Y_j$, $j=1,..., n$. The…

Machine Learning · Statistics 2011-11-09 Nancy Heckman

The paper addresses the problem of sampling discretization of integral norms of elements of finite-dimensional subspaces satisfying some conditions. We prove sampling discretization results under two standard kinds of assumptions --…

Numerical Analysis · Mathematics 2021-09-21 F. Dai , V. Temlyakov

The paper studies the sampling discretization problem for integral norms on subspaces of $L^p(\mu)$. Several close to optimal results are obtained on subspaces for which certain Nikolskii-type inequality is valid. The problem of norms…

Functional Analysis · Mathematics 2021-03-11 Egor Kosov

In this paper we study $L_2$-norm sampling discretization and sampling recovery of complex-valued functions in RKHS on $D \subset \R^d$ based on random function samples. We only assume the finite trace of the kernel (Hilbert-Schmidt…

Numerical Analysis · Mathematics 2021-05-03 Moritz Moeller , Tino Ullrich

The paper addresses a problem of sampling discretization of integral norms of elements of finite-dimensional subspaces satisfying some conditions. We prove sampling discretization results under a standard assumption formulated in terms of…

Functional Analysis · Mathematics 2023-04-13 F. Dai , E. Kosov , V. Temlyakov

We study integration and $L^2$-approximation in the worst-case setting for deterministic linear algorithms based on function evaluations. The underlying function space is a reproducing kernel Hilbert space with a Gaussian kernel of tensor…

Numerical Analysis · Mathematics 2025-12-08 Michael Gnewuch , Klaus Ritter , Robin Rüßmann

In this paper, we show that the approximation of high-dimensional functions, which are effectively low-dimensional, does not suffer from the curse of dimensionality. This is shown first in a general reproducing kernel Hilbert space set-up…

Numerical Analysis · Mathematics 2024-11-28 Christian Rieger , Holger Wendland

Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

This paper studies the probabilistic function approximation problem over reproducing kernel Hilbert spaces. We show the existence and uniqueness of the optimizer under mild assumptions. Furthermore, we generalize the celebrated representer…

Functional Analysis · Mathematics 2025-07-16 Dongwei Chen , Kai-Hsiang Wang

We present and analyze a novel sparse polynomial technique for approximating high-dimensional Hilbert-valued functions, with application to parameterized partial differential equations (PDEs) with deterministic and stochastic inputs. Our…

Numerical Analysis · Mathematics 2020-01-22 Nick Dexter , Hoang Tran , Clayton Webster

This survey addresses sampling discretization and its connections with other areas of mathematics. The survey concentrates on sampling discretization of norms of elements of finite-dimensional subspaces. We present here known results on…

Functional Analysis · Mathematics 2022-02-11 B. Kashin , E. Kosov , I. Limonova , V. Temlyakov

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

We prove a sampling discretization theorem for the square norm of functions from a finite dimensional subspace satisfying Nikol'skii's inequality with an upper bound on the number of sampling points of the order of the dimension of the…

Functional Analysis · Mathematics 2021-04-23 Irina Limonova , Vladimir Temlyakov

This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a semi-norm for a subspace. The optimization is realized by alternating minimizations of the…

Numerical Analysis · Mathematics 2007-12-17 Massimo Fornasier , Carola-Bibiane Schönlieb

Kernel-based methods in Numerical Analysis have the advantage of yielding optimal recovery processes in the "native" Hilbert space $\calh$ in which they are reproducing. Continuous kernels on compact domains have an expansion into…

Numerical Analysis · Mathematics 2018-10-09 Gabriele Santin , Robert Schaback

$D$-optimal designs originate in statistics literature as an approach for optimal experimental designs. In numerical analysis points and weights resulting from maximal determinants turned out to be useful for quadrature and interpolation.…

Numerical Analysis · Mathematics 2024-12-04 Felix Bartel , Lutz Kämmerer , Kateryna Pozharska , Martin Schäfer , Tino Ullrich

Hyperspectral measurements from long range sensors can give a detailed picture of the items, materials, and chemicals in a scene but analysis can be difficult, slow, and expensive due to high spatial and spectral resolutions of…

Machine Learning · Computer Science 2023-10-10 Michael G. Rawson , Timothy Doster
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