The Faculty of Mathematics and Natural Sciences: Search
Now showing items 1-10 of 73
Convergence analysis of online algorithms for vector-valued kernel regression
(2023-09)
We consider the problem of approximating the regression function from noisy vectorvalued data by an online learning algorithm using an appropriate reproducing kernel Hilbert space (RKHS) as prior. In an online algorithm, ...
On the expected uniform error of Brownian motion approximated by the Lévy-Ciesielski construction
(2023-04)
It is known that the Brownian bridge or Lévy-Ciesielski construction of Brownian paths almost surely converges uniformly to the true Brownian path. In the present article the focus is on the uniform error. In particular, ...
Efficient solution of ill-posed integral equations through averaging
(2024-01)
This paper discusses the error and cost aspects of ill-posed integral equations when given discrete noisy point evaluations on a fine grid. Standard solution methods usually employ discretization schemes that are directly ...
A fault-tolerant domain decomposition method based on space-filling curves
(2021-03)
We propose a simple domain decomposition method for d-dimensional elliptic PDEs which involves an overlapping decomposition into local subdomain problems and a global coarse problem. It relies on a space-filling curve to ...
A dimension-adaptive combination technique for uncertainty quantification
(2022-04)
We present an adaptive algorithm for the computation of quantities of interest involving the solution of a stochastic elliptic PDE where the diffusion coefficient is parametrized by means of a Karhunen-Loève expansion. The ...
Deep neural networks and PIDE discretizations
(2021-08)
In this paper, we propose neural networks that tackle the problems of stability and field-of-view of a Convolutional Neural Network (CNN). As an alternative to increasing the network’s depth or width to improve performance, ...
On the numerical approximation of the Karhunen-Loève expansion for random fields with random discrete data
(2021-12)
Many physical and mathematical models involve random fields in their input data. Examples are ordinary differential equations, partial differential equations and integro–differential equations with uncertainties in the ...
A dimension-oblivious domain decomposition method based on space-filling curves
(2021-10)
In this paper we present an algebraic dimension-oblivious two-level domain decomposition solver for discretizations of elliptic partial differential equations. The proposed parallel solver is based on a space-filling curve ...
Low-rank approximation of continuous functions in Sobolev spaces with dominating mixed smoothness
(2022-03)
Let Ωi ⊂ Rni , i = 1, . . . , m, be given domains. In this article, we study the low-rank approximation with respect to L2(Ω1 × · · · × Ωm) of functions ......
Sparse tensor product approximation for a class of generalized method of moments estimators
(2020-12)
Generalized Method of Moments (GMM) estimators in their various forms, including the popular Maximum Likelihood (ML) estimator, are frequently applied for the evaluation of complex econometric models with not analytically ...