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2
votes
0answers
164 views

Worst-case error and Cramer-Rao Lower Bound - is there any mathematical relation between them?

I would like to understand the relation (if any) between the Cramer-Rao Lower Bound of estimation theory and the following simple definition of "reconstruction accuracy" which doesn't use any ...
2
votes
2answers
642 views

Sampling without replacement until hitting a subset

I randomly sample uniformly from $ \{1,..,N \}$ without replacement until drawing a number $ \leq k$. Denote the expected number of draws by $R(N,k)$. I want a good approximation for $\sum_{k=1}^N R(...
3
votes
2answers
830 views

Multivariate Bernstein polynomials for approximation of derivatives.

If I have a $C^\infty$ function $f: [0,1]^n \to \mathbb{R}$ then its Bernstein polynomials $$ B_m(x) = \sum_{k_1,\dots,k_n=0}^m f\left(\frac{k_1}{m}, \dots, \frac{k_m}{m}\right) \prod_{i=1}^n \binom{m}...
11
votes
2answers
1k views

Approximating a convex function by a piecewise linear function

Suppose I have a Lipschitz-continuous convex function $f:\mathbb{R}^n\rightarrow \mathbb{R}$. I wish to approximate it on the unit ball by a piecewise-linear function $g:\mathbb{R}^n\rightarrow \...
2
votes
1answer
214 views

Bound on trigonometric sum

I want to show that there is some $\gamma(n)=o(n^{-1})$ and some $C(n) \to -\infty$ such that for $\gamma \leq \theta \leq \pi$ we have $\sum_{k=1}^n -1+\cos(k\theta) \leq C(n)$. If we rewrite this ...
1
vote
2answers
316 views

Approximation by polynom 1) with respect to supremum-norm 2) I need F_{approx} > F_{exact}

Given a function F, how to find polynom which is best/good approximate with respect supreremum-norm, i.e. minimize over P_{approx} sup|F-P_{approx}| ? I am intersted in polynoms in two variables of ...
0
votes
0answers
237 views

A differentiable approximation to the minimum function over a vector of reals

In A differentiable approximation to the minimum function, a differentiable approximation of the minimum function is given, but it seems it only works for positive reals. Is there an easy-to-...
1
vote
1answer
156 views

Approximating $\prod_{i=1}^{n-1} (1-ai)$ for large $n$

I have a function of the form: $f(n) = \prod_{i=1}^{n-1} (1-ai)$ Here, $a \geq 0$ and $(a*i) < 1$. For $n > 10^5$ or $10^6$, what is the best possible analytic approximation for $f(n)$ that ...
3
votes
3answers
244 views

Algebraic curve approximation

I am wondering wether it exists a theorem that any continuous path on the plane one can approximate with algebraic curve $P(x,y)=0$ ($P$- is a polynom)?
1
vote
1answer
113 views
6
votes
1answer
157 views

$W^{1,1}$ simplicial approximation

Let $f$ be a continuous real-valued function defined on an $n$ dimesional simplex $\Sigma\subset \mathbb{R}^n $. The classical simplicial approximation scheme provides a sequence $f_k$ of piecewise ...
4
votes
3answers
546 views

Approximation theory reference for a bounded polynomial having bounded coefficients

Let $P(x)$ be a real polynomial of degree at most $d$. Assume $|P(x)| \leq 1$ for $|x| \leq 1$. I would like a bound saying that each coefficient of $P(x)$ is at most $C^d$ in magnitude, for some ...
6
votes
1answer
490 views

Stone-Weierstrass analogue for $L^p$

Let $A$ be a complex algebra of bounded measurable functions on the measure space $(X,\mu)$ (case of $[0,1]$ with Lebesgue measure is enough for me) closed under conjugation. Assume that $A$ separates ...
5
votes
0answers
156 views

what books to read to quickly understand adiabatic approximation

Hi group, I'm a theoretical ecologist with fairly adequate training in applied math (ODE, linear algebra, applied probability, some PDEs). In my current work, I've encountered the use of adiabatic ...
3
votes
1answer
530 views

A question about the Beurling-Selberg majorant

Beurling's majorant is defined as the unique entire function $B(z)$ such that the Fourier transform of $B(x)$ is compactly supported in the interval $[-1;1]$, $B(x) \geq \text{sgn}(x)$ and $B(x)$ ...
2
votes
2answers
161 views

approximation of holomorphic functions on a halfplane.

Let $\mathbb {C} _ + $ denote the right halfplane and $A$ the algebra $$ A = \{ f \in H^\infty({\mathbb C} _ +) \cap C(\overline{{\mathbb C} _ +}): \; |f(z)| \le M (1+|z|)^{-\epsilon} \text{ ...
6
votes
5answers
2k views

Application of polynomials with non-negative coefficients

Question 1: Are there any deeper applications (in any field of mathematics) of polynomials (with possibly more than one variable) over the real numbers whose coefficients are non-negative? So far I ...
5
votes
1answer
341 views

Are piecewise linear curves dense among Hölder curves?

Consider for some $0 < \alpha \leq 1$ the space functions $x:[0,1] \to \mathbb{R}^n$ such that $x(0) = 0$ and $\sup_{s,t} \frac{\|f(t)-f(s)\|}{|t-s|^{\alpha}}$ is finite. There are at least two ...
8
votes
2answers
671 views

Approximation by polynomials

Let $f:[a,b] \rightarrow \mathbb{R}$ be of class $C^n$. Let $ x_0, ..., x_m$ be different numbers from $[a,b]$. Does for each $\varepsilon >0$ there exist a polynom $P$ such that $P^{(k)}(x_i)=f^{...
7
votes
2answers
561 views

polynomials with minimal $L_\infty$ norm on multiple disjoint intervals

It is well-known that Chebyshev polynomials are the polynomials of minimal $L_\infty$ norm on [-1,1] with leading coefficient 1. But what if you want the minimal $L_\infty$ polynomial on two disjoint ...
9
votes
0answers
413 views

Padé approximations of $e$

The following question came up in the analysis of some algorithm. Let $R_{s,t}(z)$ be the Padé approximants of $e^z$, and define $r_{s,t} = R_{s,t}(1)$. Using the explicit expression for the error ...
5
votes
2answers
765 views

Stone-Weierstrass for monotone functions

Let $\; f : [0,1] \to \mathbb{R} \;$ be continuous and non-decreasing. $\;\;$ Let $\epsilon$ be a real number such that $\; 0 < \epsilon \;$. Does it follow that that there exists a real ...
2
votes
0answers
180 views

Markov-type inequalities with arbitrary exponents

By a Markov-type inequality I mean an inequality of the form $$ \| p^{(k)} \| \leq \lambda_{k,n} \| p \|,\quad \forall p \in U_n, $$ for some $\lambda_{k,n} > 0$, where $U_n \subset L^\infty[-1,1]$ ...
6
votes
2answers
759 views

Polynomial approximation in L^p norms

Hello, I am very new to the field of approximation theory, and since an extended search on the Internet did not provide answers for two rather basic questions, I decided to ask them here. 1) From ...
4
votes
1answer
608 views

Low degree polynomial approximation for the entropy function

Let $X$ be a discrete random variable with possible values $\{x_1,\ldots,x_n\}$, and let $p$ denote the probability mass function of $X$. In addition, denote $p_i=p(x_i)$. The entropy of $X$ is ...
16
votes
1answer
1k views

Accumulation of algebraic subvarieties: Near one subvariety there are many others (?), 3

Part 3 of this series of questions. In the meantime, I realized that there is some very simple question that was left open in Accumulation of algebraic subvarieties: Near one subvariety there are many ...
0
votes
1answer
237 views

Low degree approximation of the polynomial extension of the logical-or function

Let $x\in\{0,1\}^n$ be a binary vector of dimension $n$, and let $OR(x)$ be the "logical or" function (i.e., returns $1$ if at least one of the coordinates is $1$ and otherwise returns $0$). Consider ...
2
votes
1answer
283 views

Trigonometrical approximation for the characteristic function of an interval

Hello, Denoting $e(x)$ for $e^{2i\pi x}$, set $$E(R):=\left\{f\ \left|\ f(x)=\sum_{r=0}^{R-1}a_re(rx)\mbox{ where }a_r\in\mathbb{C}\ \forall r\mbox{ and }\sum_r|a_r|^2=1\right\}\right.$$ $h(a,R):=\...
11
votes
0answers
431 views

Functions approximated by rolling epicycle curves

Imagine a decreasing sequence of (positive) radii $r_1 > r_2 > r_3 > \cdots$ and a series of nested circles $C_1 \supset C_2 \supset C_3 \supset \cdots$ with these radii, initially each ...
1
vote
4answers
1k views

Approximation to the ratio of a Gaussian CDF to PDF

Johnstone and Silverman (2005) claimed that for large x $\frac{1-\Phi(x)}{\phi(x)} \approx \frac{1}{x}$ where $\Phi(x)$ and $\phi(x)$ are the CDF and PDF for a normal random variable. I was able ...
7
votes
3answers
1k views

Uniform approximation of $x^n$ by a degree $d$ polynomial: estimating the error

The answer to this question should be well known, but it's a hard question to search for online. Suppose we want to approximate the function $x^n$ by a polynomial of degree $d$ in the $L_\infty$ norm ...
3
votes
1answer
758 views

Least-squares regression and differential geometry

For $k, n \in \mathbb{N}$, let $\mathcal{C}_n \mathbb{R}^k$ denote the configuration space of $n$ distinct points in $\mathbb{R}^k$. (1) Is there a description of the tangent space $T_C \mathcal{C}...
10
votes
1answer
819 views

Accumulation of algebraic subvarieties: Near one subvariety there are many others (?), 2

This is a sequel to the question Accumulation of algebraic subvarieties: Near one subvariety there are many others (?) . Let $Y$ be some projective variety, over $\mathbb{C}$. Let $X\subset Y$ be ...
21
votes
2answers
2k views

Accumulation of algebraic subvarieties: Near one subvariety there are many others (?)

Let's work over the field $\mathbb{C}$ of complex numbers, and let $X\subset \mathbb{P}^n$ be a projective variety. Let $\tilde{X}\subset \mathbb{P}^n$ be any small open neighborhood of $X$, in the ...
5
votes
0answers
334 views

Approximations of negative Sobolev norms

Consider the standard Cahn-Hilliard free energy, augmented by a nonlocal interaction term which measures the $H^{-1}$ norm of a zero-mean function. Could someone point me to a reference where this ...
1
vote
3answers
2k views

Approximation in $L^2$ by piecewise constant functions

Dear all, in order to prove the validity of my Galerkin approach of a certain variational problem, I need to check the so-called approximability property. In my case, it boils down to showing that for ...
1
vote
1answer
421 views

nonnegative series expansion of nonnegative functions

The title says it all! When using orthogonal series expansions like the Gram-Charlier expansion to approximate probability density function, a big problem (making this approach less usefull and less ...
2
votes
1answer
355 views

Regularization of Zygmund functions

Dear community. I would like to derive a "good" estimate on $\frac{d}{dt}f_\epsilon(t)$, where $f_\epsilon$ is a regularization of a Zygmund-continuous function $f$, i.e. $|f(x-\tau)+f(x+\tau)-2f(x)|...
7
votes
3answers
1k views

Kronecker Approximation theorem and Fibonacci numbers

There is a famous old theorem by Kronecker that for every positive real $\alpha$ and $\epsilon>0$ there exists a positive integer n such that $\alpha n$ is within $\epsilon$ of an integer. ...
5
votes
6answers
1k views

best approximation to the LambertW(x) or exp(LambertW(x))

what is the best available approximation ( say up to 10 digits ) for LambertW(x) or exp(LambertW(x)) for x > 2000
2
votes
1answer
233 views

Cubic spline smooting question

Hello, I came across this link when searching for an algorithm for spline smoothing. Though I understand basically what I have to do I need further clarifications on the formula chosen for curvature ...
4
votes
3answers
387 views

Approximating derivatives between gridpoints

Hi, Suppose we have a grid (possibly irregular) of N function/value pairs, $(x_i, f_i)$, $i=1...N$. The function is differentiable everywhere at least twice (perhaps more). What would be a good way ...
5
votes
2answers
905 views

L1 distance from a trigonometric susbspace

How to check, whether the $L^{1}$ distance between a finite exponential sum $S_{F}(x)=\sum\limits_{n\in F} \exp(inx)$ and the $L^{1}$-closure of subspace $\mathrm{span}\left(\exp(inx): n\in \mathbb{Z}\...
1
vote
1answer
2k views

smooth approximation of the hinge loss function

I came across this paper but the smooth approximation for the hinge loss function is wrong. Can someone guide me to the proper smooth approximation (using polynomials) of the function $h(x)=max(0,1-x)...
3
votes
0answers
225 views

Density of C^\infty in the domain of the exterior derivative on a noncompact, complete manifold?

Let $(M,g)$ be a geodesically complete Riemannian manifold that is not necessarily compact. Futhermore, assume that $M$ has at most exponential volume growth (ie., locally doubling property). Let $\mu$...
2
votes
1answer
2k views

Simple algorithm to generate a Mondrian “Random Grid”

Hello, I was wondering if there is a simple way or algorithm that can generate 2-d grids resembling Mondrian paintings like the boogie woogie grid ( http://nuit-blanche.blogspot.com/2010/12/cs-boogie-...
10
votes
1answer
715 views

The closures in $C^0(\mathbb{R}, \mathbb{R})$ of the set of integer valued polynomials, resp, of polynomials with integer coefficients

This is a follow up of an interesting recent question on the topic. The answer given there by fedia shows that the matter is rich and complicated, and I can't resist to submit here a further question. ...
1
vote
0answers
647 views

What is the function $\sin(n \omega) / (n \sin \omega)$?

During my work, I encounter the function like $\frac{\sin(n \omega)}{n \sin \omega}$. I'm puzzled and knew nothing about this function before. Given integer $n>1$, my question is how to find a ...
6
votes
2answers
911 views

Non-linear “Fourier analysis”

Call a function of the following form a beep: $e^{-(\frac{x-\alpha}{\beta})^2}\sin(\rho x+\theta)$. Given a real-valued function $f\in L^2(R)$ and a number $n$, I'm interested in the approximating $f$...
7
votes
4answers
1k views

A senseful meaning of 'approximation of manifolds'?

Any continuous function can be uniformly approximated by smooth functions. I would like to have something similar - in what-ever sense - for continuous manifolds. For example, by Whitney's theorem, ...