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An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accuracy, provided that the mixing or mixture…

Other Statistics · Statistics 2018-03-05 Hien D. Nguyen , Geoffrey J. McLachlan

We study the error in approximating the minimum of a Brownian motion on the unit interval based on finitely many point evaluations. We construct an algorithm that adaptively chooses the points at which to evaluate the Brownian path. In…

Probability · Mathematics 2016-01-07 James M. Calvin , Mario Hefter , André Herzwurm

We consider best approximation problems in a nonlinear subset $\mathcal{M}$ of a Banach space of functions $(\mathcal{V},\|\bullet\|)$. The norm is assumed to be a generalization of the $L^2$-norm for which only a weighted Monte Carlo…

Numerical Analysis · Mathematics 2021-05-13 Martin Eigel , Reinhold Schneider , Philipp Trunschke

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…

Optimization and Control · Mathematics 2021-09-28 Monika Eisenmann , Tony Stillfjord , Måns Williamson

We obtain an optimal deviation from the mean upper bound \begin{equation} D(x)\=\sup_{f\in \F}\mu\{f-\E_{\mu} f\geq x\},\qquad\ \text{for}\ x\in\R\label{abstr} \end{equation} where $\F$ is the class of the integrable, Lipschitz functions on…

Probability · Mathematics 2013-12-09 Dainius Dzindzalieta

This paper is concerned with the discretization error analysis of semilinear Neumann boundary control problems in polygonal domains with pointwise inequality constraints on the control. The approximations of the control are piecewise…

Numerical Analysis · Mathematics 2015-05-12 Johannes Pfefferer , Klaus Krumbiegel

We consider the problem of approximating an analytic function on a compact interval from its values at $M+1$ distinct points. When the points are equispaced, a recent result (the so-called impossibility theorem) has shown that the best…

Numerical Analysis · Mathematics 2018-04-09 Ben Adcock , Rodrigo Platte , Alexei Shadrin

Entropic Brenier maps are regularized analogues of Brenier maps (optimal transport maps) which converge to Brenier maps as the regularization parameter shrinks. In this work, we prove quantitative stability bounds between entropic Brenier…

Probability · Mathematics 2024-04-04 Vincent Divol , Jonathan Niles-Weed , Aram-Alexandre Pooladian

Bernstein polynomials provide a constructive proof for the Weierstrass approximation theorem, which states that every continuous function on a closed bounded interval can be uniformly approximated by polynomials with arbitrary accuracy.…

Numerical Analysis · Mathematics 2023-07-24 Tiangang Cui , Friedrich Pillichshammer

Bernstein polynomial approximation to a continuous function has a slower rate of convergence as compared to other approximation methods. "The fact seems to have precluded any numerical application of Bernstein polynomials from having been…

Optimization and Control · Mathematics 2018-12-18 Venanzio Cichella , Isaac Kaminer , Claire Walton , Naira Hovakimyan , Antonio Pascoal

Diophantine approximation is traditionally the study of how well real numbers are approximated by rationals. We propose a model for studying Diophantine approximation in an arbitrary totally bounded metric space where the rationals are…

Number Theory · Mathematics 2024-03-20 Jonathan M. Fraser , Henna Koivusalo , Felipe A. Ramirez

Motivated by comparing the convergence behavior of Gegenbauer projections and best approximations, we study the optimal rate of convergence for Gegenbauer projections in the maximum norm. We show that the rate of convergence of Gegenbauer…

Numerical Analysis · Mathematics 2023-12-15 Haiyong Wang

In a previous paper [Adcock & Huybrechs, 2019] we described the numerical approximation of functions using redundant sets and frames. Redundancy in the function representation offers enormous flexibility compared to using a basis, but…

Numerical Analysis · Mathematics 2020-07-13 Ben Adcock , Daan Huybrechs

Motivated by conforming finite element methods for elliptic problems of second order, we analyze the approximation of the gradient of a target function by continuous piecewise polynomial functions over a simplicial mesh. The main result is…

Numerical Analysis · Mathematics 2018-03-07 Andreas Veeser

We consider finite element solutions to quadratic optimization problems, where the state depends on the control via a well-posed linear partial differential equation. Exploiting the structure of a suitably reduced optimality system, we…

Numerical Analysis · Mathematics 2019-10-03 Fernando Gaspoz , Christian Kreuzer , Andreas Veeser , Winnifried Wollner

In a complete metric space that is equipped with a doubling measure and supports a Poincar\'e inequality, we study strict subsets, i.e. sets whose variational capacity with respect to a larger reference set is finite, in the case $p=1$.…

Metric Geometry · Mathematics 2019-03-12 Panu Lahti

Bilipschitz invariant theory concerns low-distortion embeddings of orbit spaces into Euclidean space. To date, embeddings with the smallest-possible distortion are known for only a few cases, to include: (a) planar rotations, (b) real phase…

Functional Analysis · Mathematics 2026-03-26 Jameson Cahill , Joseph W. Iverson , Dustin G. Mixon , Nathan Willey

In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal…

Probability · Mathematics 2020-09-01 Julien Berestycki , Éric Brunet , Aser Cortines , Bastien Mallein

In terms of the best approximations of functions and generalized moduli of smoothness, direct and inverse approximation theorems are proved for Besicovitch almost periodic functions whose Fourier exponent sequences have a single limit point…

Classical Analysis and ODEs · Mathematics 2025-09-30 Stanislav Chaichenko , Andrii Shidlich , Tetiana Shulyk

This article addresses structure-preserving smooth approximation of semiconcave functions. semiconcave functions are of particular interest because they naturally arise in a variety of variational problems, including {optimal feedback…

Optimization and Control · Mathematics 2026-02-10 Karl Kunisch , Donato Vásquez-Varas