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A stochastic conjugate gradient method for approximation of a function is proposed. The proposed method avoids computing and storing the covariance matrix in the normal equations for the least squares solution. In addition, the method…

数值分析 · 数学 2013-02-11 Hong Jiang , Paul Wilford

A rational approximation by a ratio of polynomial functions is a flexible alternative to polynomial approximation. In particular, rational functions exhibit accurate estimations to nonsmooth and non- Lipschitz functions, where polynomial…

最优化与控制 · 数学 2020-02-27 V. Peiris , N. Sharon , N. Sukhorukova J. Ugon

Given a finite number of samples of a continuous set-valued function F, mapping an interval to compact subsets of the real line, we develop good approximations of F, which can be computed efficiently.

数值分析 · 数学 2022-09-01 Qusay Muzaffar , Nira Dyn , David Levin

The paper studies semi-almost periodic holomorphic functions on a polydisk which have, in a sense, the weakest possible discontinuities on the boundary torus. The basic result used in the proofs is an extension of the classical Bohr…

复变函数 · 数学 2008-12-19 A. Brudnyi , D. Kinzebulatov

Stochastic approximation techniques have been used in various contexts in data science. We propose a stochastic version of the forward-backward algorithm for minimizing the sum of two convex functions, one of which is not necessarily…

最优化与控制 · 数学 2016-02-26 Patrick L. Combettes , Jean-Christophe Pesquet

Operator convex functions defined on the positive half-line play a prominent role in the theory of quantum information, where they are used to define quantum $f$-divergences. Such functions admit integral representations in terms of…

最优化与控制 · 数学 2023-05-23 Oisín Faust , Hamza Fawzi

In this paper we address smoothing-that is, optimisation-based-estimation techniques for localisation problems in the case where motion sensors are very accurate. Our mathematical analysis focuses on the difficult limit case where motion…

系统与控制 · 电气工程与系统科学 2022-04-12 Paul Chauchat , Silvere Bonnabel , Axel Barrau

If we cannot obtain all terms of a series, or if we cannot sum up a series, we have to turn to the partial sum approximation which approximate a function by the first several terms of the series. However, the partial sum approximation often…

综合数学 · 数学 2021-10-06 Shi-Lin Li , Yuan-Yuan Liu , Wen-Du Li , Wu-Sheng Dai

In this paper we consider approximations of Neumann problems for the integral fractional Laplacian by continuous, piecewise linear finite elements. We analyze the weak formulation of such problems, including their well-posedness and…

数值分析 · 数学 2022-12-29 Francisco M. Bersetche , Juan Pablo Borthagaray

We survey a variety of results about partially isometric matrices. We focus primarily on results that are distinctly finite-dimensional. For example, we cover a recent solution to the similarity problem for partial isometries. We also…

泛函分析 · 数学 2019-03-29 Stephan Ramon Garcia , Matthew Okubo Patterson , William T. Ross

We study sampling problems associated with potentials that lack smoothness. The potentials can be either convex or non-convex. Departing from the standard smooth setting, the potentials are only assumed to be weakly smooth or non-smooth, or…

机器学习 · 计算机科学 2023-07-04 Jiaming Liang , Yongxin Chen

The concept of square-mean almost automorphy for stochastic processes is introduced. The existence and uniqueness of square-mean almost automorphic solutions to some linear and non-linear stochastic differential equations are established…

动力系统 · 数学 2010-01-19 Miaomiao Fu , Zhenxin Liu

Let $X$ be a compact K\"ahler manifold and $\theta$ a smooth closed $(1,1)$-real form representing a big cohomology class $\alpha \in H^{1,1}(X,\R)$. The purpose of this note is to show, using pluripotential and viscosity techniques, that…

复变函数 · 数学 2013-11-13 Philippe Eyssidieux , Vincent Guedj , Ahmed Zeriahi

We propose a novel extension to symmetrized neural network operators by incorporating fractional and mixed activation functions. This study addresses the limitations of existing models in approximating higher-order smooth functions,…

In this paper, we simulate sample paths of a class of symmetric $\alpha$-stable processes using their series expression. We will develop a result in the approximation of shot-noise series. And finally, we will get a convergence rate for the…

概率论 · 数学 2008-07-16 Matthieu Marouby

In certain classes of subharmonic functions u on C distinguished in terms of lower bounds for the Riesz measure of u, a sharp estimate is obtained for the rate of approximation by functions of the form log |f(z)|, where f is an entire…

复变函数 · 数学 2008-07-15 Igor Chyzhykov

A broad range of inverse problems can be abstracted into the problem of minimizing the sum of several convex functions in a Hilbert space. We propose a proximal decomposition algorithm for solving this problem with an arbitrary number of…

最优化与控制 · 数学 2009-11-13 Patrick L. Combettes , Jean-Christophe Pesquet

We prove some results which give sufficient conditions so that pointwise approximation of negative plurisubharmonic functions on complex varieties by continuous plurisubharmonic ones is possible.

复变函数 · 数学 2016-11-16 Nguyen Quang Dieu , Tang Van Long , Sanphet Ounheuan

Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in…

数值分析 · 数学 2012-01-18 Massimo Fornasier , Karin Schnass , Jan Vybiral

Stein's method for Gaussian process approximation can be used to bound the differences between the expectations of smooth functionals $h$ of a c\`adl\`ag random process $X$ of interest and the expectations of the same functionals of a well…

概率论 · 数学 2024-02-15 A. D. Barbour , Nathan Ross , Guangqu Zheng