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Function values are, in some sense, "almost as good" as general linear information for $L_2$-approximation (optimal recovery, data assimilation) of functions from a reproducing kernel Hilbert space. This was recently proved by new upper…

Numerical Analysis · Mathematics 2022-03-23 Aicke Hinrichs , David Krieg , Erich Novak , Jan Vybiral

In this paper, we focus on the local convergence rate analysis of the proximal iteratively reweighted $\ell_1$ algorithms for solving $\ell_p$ regularization problems, which are widely applied for inducing sparse solutions. We show that if…

Optimization and Control · Mathematics 2021-01-12 Hao Wang , Hao Zeng , Jiashan Wang

In this paper we find extremal one-sided approximations of exponential type for a class of truncated and odd functions with a certain exponential subordination. These approximations optimize the $L^1(\mathbb{R}, |E(x)|^{-2}dx)$-error, where…

Classical Analysis and ODEs · Mathematics 2021-09-30 Emanuel Carneiro , Felipe Gonçalves

In this paper we introduce some new weighted maximal operators of the partial sums of the Walsh-Fourier series. We prove that for some "optimal" weights these new operators indeed are bounded from the martingale Hardy space $H_{p}$ to the…

General Mathematics · Mathematics 2023-08-03 David Baramidze , Lars-Erik Persson , Harpal Singh , George Tephnadze

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

The Lp regression problem takes as input a matrix $A \in \Real^{n \times d}$, a vector $b \in \Real^n$, and a number $p \in [1,\infty)$, and it returns as output a number ${\cal Z}$ and a vector $x_{opt} \in \Real^d$ such that ${\cal Z} =…

Data Structures and Algorithms · Computer Science 2007-07-13 Anirban Dasgupta , Petros Drineas , Boulos Harb , Ravi Kumar , Michael W. Mahoney

We present an algorithm for computing approximate $\ell_p$ Lewis weights to high precision. Given a full-rank $\mathbf{A} \in \mathbb{R}^{m \times n}$ with $m \geq n$ and a scalar $p>2$, our algorithm computes $\epsilon$-approximate…

Data Structures and Algorithms · Computer Science 2021-11-01 Maryam Fazel , Yin Tat Lee , Swati Padmanabhan , Aaron Sidford

We introduce a general framework for the reconstruction of periodic multivariate functions from finitely many and possibly noisy linear measurements. The reconstruction task is formulated as a penalized convex optimization problem, taking…

Optimization and Control · Mathematics 2020-12-02 Julien Fageot , Matthieu Simeoni

In this paper, we study both elliptic and parabolic equations in non-divergence form with singular degenerate coefficients. Weighted and mixed-norm $L_p$-estimates and solvability are established under some suitable partially weighted BMO…

Analysis of PDEs · Mathematics 2018-11-21 Hongjie Dong , Tuoc Phan

We obtain order estimates for the best uniform orthogonal trigonometric approximations of $2\pi$-periodic functions, whose $(\psi,\beta)$-derivatives belong to unit balls of spaces $L_{p}, \ 1\leq p<\infty$, in case at consequences…

Classical Analysis and ODEs · Mathematics 2016-03-08 A. S. Serdyuk , T. A. Stepaniuk

This paper introduces a multilevel kernel-based approximation method to estimate efficiently solutions to elliptic partial differential equations (PDEs) with periodic random coefficients. Building upon the work of Kaarnioja, Kazashi, Kuo,…

Numerical Analysis · Mathematics 2025-04-23 Alexander D. Gilbert , Michael B. Giles , Frances Y. Kuo , Ian H. Sloan , Abirami Srikumar

Tests of fit to exact models in statistical analysis often lead to rejections even when the model is a useful approximate description of the random generator of the data. Among possible relaxations of a fixed model, the one defined by…

Optimization and Control · Mathematics 2020-09-15 Eustasio del Barrio , Hristo Inouzhe , Carlos Matrán

A number of recent works have studied algorithms for entrywise $\ell_p$-low rank approximation, namely, algorithms which given an $n \times d$ matrix $A$ (with $n \geq d$), output a rank-$k$ matrix $B$ minimizing…

Data Structures and Algorithms · Computer Science 2021-02-09 Frank Ban , Vijay Bhattiprolu , Karl Bringmann , Pavel Kolev , Euiwoong Lee , David P. Woodruff

We study multivariate integration over the $s$-dimensional unit cube in a weighted space of infinitely differentiable functions. It is known from a recent result by Suzuki that there exists a good quasi-Monte Carlo (QMC) rule which achieves…

Numerical Analysis · Mathematics 2019-12-09 Josef Dick , Takashi Goda , Kosuke Suzuki , Takehito Yoshiki

Using tools from the theory of operator ideals and s-numbers, we develop a general approach to transfer estimates for $L_2$ -approximation of Sobolev functions into estimates for $L_\infty$-approximation, with precise control of all…

Functional Analysis · Mathematics 2015-05-12 Fernando Cobos , Thomas Kühn , Winfried Sickel

Sparse view computed tomography (CT) reconstruction poses a challenging ill-posed inverse problem, necessitating effective regularization techniques. In this letter, we employ $L_p$-norm ($0<p<1$) regularization to induce sparsity and…

Image and Video Processing · Electrical Eng. & Systems 2024-08-14 Yu Guo , Caiying Wu , Yaxin Li , Qiyu Jin , Tieyong Zeng

A new algorithm for the approximation and simulation of twofold iterated stochastic integrals together with the corresponding L\'{e}vy areas driven by a multidimensional Brownian motion is proposed. The algorithm is based on a truncated…

Probability · Mathematics 2021-01-26 Jan Mrongowius , Andreas Rößler

Let $p(\cdot)$ be a measurable function defined on a probability space satisfying $0<p_-:={\rm ess}\inf_{x\in \Omega}p(x)\leq {\rm ess}\sup_{x\in\Omega}p(x)=:p_+<\infty$. We investigate five types of martingale Hardy spaces $H_{p(\cdot)}$…

Probability · Mathematics 2020-01-27 Yong Jiao , Ferenc Weisz , Dejian Zhou , Lian Wu

Common to many analysis pipelines in lattice gauge theory and the broader scientific discipline is the need to fit a semi-parametric model to data. We propose a fit method that utilizes a radial basis function network to approximate the…

High Energy Physics - Lattice · Physics 2024-02-29 Curtis Taylor Peterson , Anna Hasenfratz

This paper considers stochastic convex optimization problems with smooth functional constraints arising in constrained estimation and robust signal recovery. We operate in the high-dimensional and highly-constrained setting, where oracle…

Optimization and Control · Mathematics 2025-12-16 Vaibhav Rajoriya , Prateek Priyaranjan Pradhan , Ketan Rajawat