We consider the problem of approximately integrating a Lipschitz function f (with a known Lipschitz constant) over an interval. The goal is to achieve an error of at most using as...
We consider the global optimization problem for d-variate Lipschitz functions which, in a certain sense, do not increase too slowly in a neighborhood of the global minimizer(s). O...
: Given a probability measure and a positive integer n. How to choose n knots and n weights such that the corresponding quadrature rule has the minimum worst-case error when appli...
Let f be a univariate polynomial with real coefficients, f ∈ R[X]. Subdivision algorithms based on algebraic techniques (e.g., Sturm or Descartes methods) are widely used for is...
Consider the problem of estimating the -level set G = {x : f(x) } of an unknown d-dimensional density function f based on n independent observations X1, . . . , Xn from the densi...