# Tagged Questions

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### Estimating the Variance of a Discrete Normal Distribution

Let $f(x; \sigma) = \frac{1}{\sigma\sqrt{2\pi}}\cdot e^{-\frac{x^2}{2\sigma^2}}$ be the probability density function of a normal distribution $\mathcal{N}(0, \sigma^2)$. We consider a discrete normal ...
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### Stability in algebraic geometry

Suppose I have a collection of polynomials with multiple variables (more polynomials than variables, say), and I'm given noisy versions the values of these polynomials at a certain unknown point. I ...
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### Application and relevance of Sobolev gradients

The Sobolev gradient concept has been developed in the 1970s, with a first publication in 1985, and an introduction can be found at: Ranka I would like to learn how strong the impact of Sobolev ...
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### How are real-analytic functions encoded in computer algebra?

I would like to know how are encoded the real-analytic functions on the interval by the computers. When I think in a real-analytic function I just think in a composition of the ''typical'' analytic ...
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### Lebesgue constant as condition number of polynomial interpolation

Let $T = \{ x_0,\ldots,x_n \}$ be a set of $n+1$ different points in the real interval $[a,b]$. Let $X_T$ be the associated interpolation operator on $C[a,b]$: it takes a function $f \in C[a,b]$ into ...
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### Smoothing L1 norm, Huber vs Conjugate

I'm trying to minimize a convex (not necessarily strictly convex) function involving an L1 norm (similar to lasso), which makes it non-differentiable at some points. So I'd like to smooth it and treat ...
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### reference for perturbation of projection result

Let $A$ and $B$ have the same rank and dimensions. If $P_A$ denotes the projection onto the range space of $A$, then $$\|P_A - P_B\|_2 \leq \|A - B\| \cdot \min (\|A^\dagger\|_2, \|B^\dagger\|_2).$$ ...
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### Approximating high-dimensional integrals by low-dimensional ones

This question is motivated by the following naive one: suppose we have a nice subset $X$ of some Euclidean space, say a polyhedron, and a nice $\mathbb{R}$-valued function $f$ on this subset, say a ...
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### Who introduced the notion of “stability” in numerical analysis?

I am preparing a lecture course on the applications of operator theory where I intended to make some numerical analysis application. I was wondering about this question while browsing the literature I ...
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### How to calculate a Fredholm index numerically

How can one calculate the index of a Fredholm operator numerically ? In numerically calculations one uses always finte dimensional spaces. But linear operators on finite dimensional spaces have ...
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### Why do we want to have orthogonal bases in decompositions?

In the decompositions I encountered so far, we all had orthogonal set of bases. For example in Singular Value Decomposition, we had orthogonal singular right and left vectors, in [discrete] cosine ...
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### Do the Euler method's approximations always approach the true solution?

Let $B$ be a Banach space and $f : [0,+\infty)\times B \to B$ be a continuous function which is Lipschitz continuous in the second argument with Lipschitz constant $L$ (which does not depend on the ...
Consider a sequence of functions $F_n : \mathbb{R}^d \to \mathbb{R}^d$, a function $F: \mathbb{R}^d \to \mathbb{R}^d$, and an $\mathbf{x} \in \mathbb{R}^d$ so that $F(\mathbf{x}) = \mathbf{0}$. In ...
I want to define a "distance" between two subsets $A, B$ of a normed space $(V, \|\cdot\|)$ both with (at most) $n$ elements. A straightforward way for me to do this would be to define  d(A, B) := ...