Piecewise-linear approximations of uncertain functions

  • Authors:
  • Mohammad Ali Abam;Mark De Berg;Amirali Khosravi

  • Affiliations:
  • Department of Computer Engineering, Sharif University of Technology, Tehran, Iran;Department of Mathematics and Computing Science, TU Eindhoven, Eindhoven, The Netherlands;Department of Mathematics and Computing Science, TU Eindhoven, Eindhoven, The Netherlands

  • Venue:
  • WADS'11 Proceedings of the 12th international conference on Algorithms and data structures
  • Year:
  • 2011

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Abstract

We study the problem of approximating a function F : R → R by a piecewise-linear function F when the values of F at {x1,...,xn} are given by a discrete probability distribution. Thus, for each xi we are given a discrete set yi,1,...,yi, mi of possible function values with associated probabilities pi,j such that Pr[F(xi) = yi,j] = pi,j. We define the error of F as error(F, F) = maxi=1n E[|F(xi) - F(xi)|]. Let m = Σi=1n mi be the total number of potential values over all F(xi). We obtain the following two results: (i) an O(m) algorithm that, given F and a maximum error ε, computes a function F with the minimum number of links such that error(F, F) ≤ ε; (ii) an O(n4/3+δ+m log n) algorithm that, given F, an integer value 1 ≤ k ≤ n and any δ 0, computes a function F of at most k links that minimizes error(F, F).