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In recent years, the use of sparse recovery techniques in the approximation of high-dimensional functions has garnered increasing interest. In this work we present a survey of recent progress in this emerging topic. Our main focus is on the…

Numerical Analysis · Mathematics 2017-06-12 Ben Adcock , Simone Brugiapaglia , Clayton G. Webster

The aim of this paper is to continue the study of asymptotic expansions and summability in a monomial in any number of variables. In particular we characterize these expansions in terms of bounded derivatives and we develop tauberian…

Classical Analysis and ODEs · Mathematics 2021-01-25 Sergio A. Carrillo

We revisit the approximation of nonempty compact planar sets by filled-in Julia sets of polynomials developed by Lindsey and Younsi and analyze the rate of approximation. We use slightly modified fundamental Lagrange interpolation…

Complex Variables · Mathematics 2018-05-04 Leokadia Bialas-Ciez , Marta Kosek , Malgorzata Stawiska

This work suggests an interpolation-based stochastic collocation method for the non-intrusive and adaptive construction of sparse polynomial chaos expansions (PCEs). Unlike pseudo-spectral projection and regression-based stochastic…

Numerical Analysis · Mathematics 2019-11-21 Dimitrios Loukrezis , Herbert De Gersem

Laguerre and Laguerre-type polynomials are orthogonal polynomials on the interval $[0,\infty)$ with respect to a weight function of the form $w(x) = x^{\alpha} e^{-Q(x)}, Q(x) = \sum_{k=0}^m q_k x^k, \alpha > -1, q_m > 0$. The classical…

Numerical Analysis · Computer Science 2018-01-16 Daan Huybrechs , Peter Opsomer

In the field of uncertainty quantification, sparse polynomial chaos (PC) expansions are commonly used by researchers for a variety of purposes, such as surrogate modeling. Ideas from compressed sensing may be employed to exploit this…

Methodology · Statistics 2018-05-09 Paul Diaz , Alireza Doostan , Jerrad Hampton

We propose a method for the approximation of solutions of PDEs with stochastic coefficients based on the direct, i.e., non-adapted, sampling of solutions. This sampling can be done by using any legacy code for the deterministic problem as a…

Numerical Analysis · Mathematics 2015-05-19 Alireza Doostan , Houman Owhadi

The convergence rates on polynomial interpolation in most cases are estimated by Lebesgue constants. These estimates may be overestimated for some special points of sets for functions of limited regularities. In this paper, by applying the…

Numerical Analysis · Mathematics 2015-06-19 Shuhuang Xiang

We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…

Numerical Analysis · Mathematics 2016-04-19 Claude Le Bris , Frederic Legoll

In $\ell^1$-regularization, which is an important tool in signal and image processing, one usually is concerned with signals and images having a sparse representation in some suitable basis, e.g. in a wavelet basis. Many results on…

Optimization and Control · Mathematics 2018-09-28 Jens Flemming , Bernd Hofmann , Ivan Veselic

It is an open question whether the fractional parts of nonlinear polynomials at integers have the same fine-scale statistics as a Poisson point process. Most results towards an affirmative answer have so far been restricted to almost sure…

Number Theory · Mathematics 2019-02-20 Jens Marklof , Nadav Yesha

We introduce a new class of spatially stochastic physics and data informed deep latent models for parametric partial differential equations (PDEs) which operate through scalable variational neural processes. We achieve this by assigning…

Machine Learning · Computer Science 2023-06-08 Arnaud Vadeboncoeur , Ieva Kazlauskaite , Yanni Papandreou , Fehmi Cirak , Mark Girolami , Ömer Deniz Akyildiz

The probability density function (PDF) of a random variable associated with the solution of a partial differential equation (PDE) with random parameters is approximated using a truncated series expansion. The random PDE is solved using two…

Numerical Analysis · Mathematics 2021-01-25 Giacomo Capodaglio , Max Gunzburger , Henry P. Wynn

Sparsity finds applications in areas as diverse as statistics, machine learning, and signal processing. Computations over sparse structures are less complex compared to their dense counterparts, and their storage consumes less space. This…

Signal Processing · Electrical Eng. & Systems 2023-01-31 Omar M. Sleem , M. E. Ashour , N. S. Aybat , Constantino M. Lagoa

We propose a partially linear additive Gaussian graphical model (PLA-GGM) for the estimation of associations between random variables distorted by observed confounders. Model parameters are estimated using an $L_1$-regularized maximal…

Machine Learning · Computer Science 2019-06-11 Sinong Geng , Minhao Yan , Mladen Kolar , Oluwasanmi Koyejo

We consider regular polynomial interpolation algorithms on recursively defined sets of interpolation points which approximate global solutions of arbitrary well-posed systems of linear partial differential equations. Convergence of the…

Numerical Analysis · Mathematics 2008-07-10 Joerg Kampen

We prove generalized Gaffney inequalities and the discrete compactness for finite element differential forms on $s$-regular domains, including general Lipschitz domains. In computational electromagnetism, special cases of these results have…

Numerical Analysis · Mathematics 2018-07-18 Juncai He , Kaibo Hu , Jinchao Xu

In this paper we present two algorithms for the multiplication of sparse Laurent polynomials and Poisson series (the latter being algebraic structures commonly arising in Celestial Mechanics from the application of perturbation theories).…

Symbolic Computation · Computer Science 2010-04-27 Francesco Biscani

Based on the powerful tool of variational inequalities, in recent papers convergence rates results on $\ell^1$-regularization for ill-posed inverse problems have been formulated in infinite dimensional spaces under the condition that the…

Functional Analysis · Mathematics 2015-05-18 Jens Flemming , Bernd Hofmann , Ivan Veselic

This work studies the location estimation problem for a mixture of two rotation invariant log-concave densities. We demonstrate that Least Squares EM, a variant of the EM algorithm, converges to the true location parameter from a randomly…

Machine Learning · Statistics 2019-06-21 Wei Qian , Yuqian Zhang , Yudong Chen
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