Learning Asymptotics with Convergence-Rate Guarantees using Linear Least Squares

We introduce a new research area that is called Asymptotics Learning Theory (ALT) and combines optimization with asymptotic analysis.

In particular, ALT provides a unified approach for computing unknown constants/parameters in proven asymptotic expansions using optimization theory.

In this paper, we focus on a general asymptotic form which includes a broad class of asymptotics.

Furthermore, we study two powerful numerical methods, namely, sliding Linear Least Squares (sLLSQ) and sliding Tikhonov Linear Least Squares (sT-LLSQ).

For these techniques we rigorously prove asymptotic estimates that lead to sufficient conditions for convergence (to the correct values of unknown parameters) and convergence-rate guarantees.

Despite their strengths, both methods have also limitations, e.g., slow convergence---or even, counterintuitively, divergence---in some cases.

Moreover, we present fundamental applications in analytic combinatorics, a beautiful field of mathematics that deals with asymptotic enumeration of discrete structures using complex analysis.

The proposed techniques complement existing approaches, such as the ratio method and its variants.

Numerical examples also verify the theoretical results.

Finally, we discuss interesting research directions in ALT.