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09/14/2023
Convergence analysis of online algorithms for vector-valued kernel regression
We consider the problem of approximating the regression function from no...
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04/12/2022
A Dimension-adaptive Combination Technique for Uncertainty Quantification
We present an adaptive algorithm for the computation of quantities of in...
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03/08/2022
Low-rank approximation of continuous functions in Sobolev spaces with dominating mixed smoothness
Let Ω_i⊂ℝ^n_i, i=1,…,m, be given domains. In this article, we study the ...
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12/05/2021
On the Numerical Approximation of the Karhunen-Loève Expansion for Random Fields with Random Discrete Data
Many physical and mathematical models involve random fields in their inp...
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10/21/2021
A dimension-oblivious domain decomposition method based on space-filling curves
In this paper we present an algebraic dimension-oblivious two-level doma...
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08/05/2021
Deep Neural Networks and PIDE discretizations
In this paper, we propose neural networks that tackle the problems of st...
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03/04/2021
A fault-tolerant domain decomposition method based on space-filling curves
We propose a simple domain decomposition method for d-dimensional ellipt...
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12/21/2020
Multilevel Approximation for Generalized Method of Moments Estimators
Generalized Method of Moments (GMM) estimators in their various forms, i...
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08/12/2019
Maximum Approximated Likelihood Estimation
Empirical economic research frequently applies maximum likelihood estima...
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08/01/2019
On the Numerical Approximation of the Karhunen-Loève Expansion for Lognormal Random Fields
The Karhunen-Loève (KL) expansion is a popular method for approximating ...
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10/15/2018