Related papers: Explicit expressions for the variogram of first--o…
We consider nonparametric regression with functional covariates, that is, they are elements of an infinite-dimensional Hilbert space. A locally polynomial estimator is constructed, where an orthonormal basis and various tuning parameters…
Extension problems for polynomial valuations on different cones of convex functions are investigated. It is shown that for the classes of functions under consideration, the extension problem reduces to a simple geometric obstruction on the…
We show how one can obtain an asymptotic expression for some special functions satisfying a second order differential equation with a very explicit error term starting from appropriate upper bounds. We will work out the details for the…
The paper overviews and investigates several nonparametric methods of estimating covariograms. It provides a unified approach and notation to compare the main approaches used in applied research. The primary focus is on methods that utilise…
The inverse of a large matrix can often be accurately approximated by a polynomial of degree significantly lower than the order of the matrix. The iteration polynomial generated by a run of the GMRES algorithm is a good candidate, and its…
In the paper, the authors first inductively establish explicit formulas for derivatives of the arc sine function, then derive from these explicit formulas explicit expressions for a family of Bell polynomials related to the square function,…
The error function of real argument can be uniformly approximated to a given accuracy by a single closed-form expression for the whole variable range either in terms of addition, multiplication, division, and square root operations only, or…
Polynomial regression is widely used and can help to express nonlinear patterns. However, considering very high polynomial orders may lead to overfitting and poor extrapolation ability for unseen data. The paper presents a method for…
In the multidimensional setting, we consider the errors-in-variables model. We aim at estimating the unknown nonparametric multivariate regression function with errors in the covariates. We devise an adaptive estimator based on projection…
This paper shows how to build a formal analytical solution for a differential equation of arbitrary order and with variable coefficients. It proofs that the most known approximated solutions for such a problem can be derived from the…
We derive an extended empirical likelihood for parameters defined by estimating equations which generalizes the original empirical likelihood for such parameters to the full parameter space. Under mild conditions, the extended empirical…
Global variational approximation methods in graphical models allow efficient approximate inference of complex posterior distributions by using a simpler model. The choice of the approximating model determines a tradeoff between the…
First-order fully implicit as well as implicit--explicit schemes for coupled elliptic-parabolic systems are discussed in [Ern and Meunier, ESAIM: M2AN, 2009] and [Altmann et al., Math.\ Comp., 2021], respectively. The extension of the…
We consider in this paper an area functional defined on submanifolds of fixed degree immersed into a graded manifold equipped with a Riemannian metric. Since the expression of this area depends on the degree, not all variations are…
With the use of the $(f,g)$-matrix inversion under specializations that $f=1-xy,g=y-x$, we establish an $(1-xy,y-x)$-expansion formula. When specialized to basic hypergeometric series, this $(1-xy,y-x)$-expansion formula leads us to some…
We propose a novel variational Bayes approach to estimate high-dimensional vector autoregression (VAR) models with hierarchical shrinkage priors. Our approach does not rely on a conventional structural VAR representation of the parameter…
In this note, by using the Hasse-Teichm\"uller derivatives, we obtain two explicit expressions for the related numbers of higher order Appell polynomials. One of them presents a determinant expression for the related numbers of higher order…
New explicit expressions are derived for the one-loop two-point Feynman integral with arbitrary external momentum and masses $m_1^2$ and $m_2^2$ in D dimensions. The results are given in terms of Appell functions, manifestly symmetric with…
In this work we consider the Taylor expansion of the exponential map of a submanifold immersed in R^n up to order three, in order to introduce the concepts of lateral and frontal deviation. We compute the directions of extreme lateral and…
Variational methods are employed in situations where exact Bayesian inference becomes intractable due to the difficulty in performing certain integrals. Typically, variational methods postulate a tractable posterior and formulate a lower…