Related papers: Spline approximation of a random process with sing…
We consider the rate of piecewise constant approximation to a locally stationary process $X(t),t\in [0,1]$, having a variable smoothness index $\alpha(t)$. Assuming that $\alpha(\cdot)$ attains its unique minimum at zero and satisfies the…
We study optimal approximation of stochastic processes by polynomial splines with free knots. The number of free knots is either a priori fixed or may depend on the particular trajectory. For the $s$-fold integrated Wiener process as well…
Spline interpolation has been used in several applications due to its favorable properties regarding smoothness and accuracy of the interpolant. However, when there exists a discontinuity or a steep gradient in the data, some artifacts can…
In this paper, we formally investigate two mathematical aspects of Hermite splines which translate to features that are relevant to their practical applications. We first demonstrate that Hermite splines are maximally localized in the sense…
Hermite processes are paradigmatic examples of stochastic processes which can belong to any Wiener chaos of an arbitrary order; the wellknown fractional Brownian motion belonging to the Gaussian first order Wiener chaos and the Rosenblatt…
We consider a multivariate piecewise linear interpolation of a continuous random field on a d-dimensional cube. The approximation performance is measured by the integrated mean square error. Multivariate piecewise linear interpolator is…
Adaptive approximation (or interpolation) takes into account local variations in the behavior of the given function, adjusts the approximant depending on it, and hence yields the smaller error of approximation. The question of constructing…
Aims. We use Hermite splines to interpolate pressure and its derivatives simultaneously, thereby preserving mathematical relations between the derivatives. The method therefore guarantees that thermodynamic identities are obeyed even…
This paper deals with Hermite osculatory interpolating splines. For a partition of a real interval endowed with a refinement consisting in dividing each subinterval into two small subintervals, we consider a space of smooth splines with…
The task of reconstructing smooth signals from streamed data in the form of signal samples arises in various applications. This work addresses such a task subject to a zero-delay response; that is, the smooth signal must be reconstructed…
We consider the random field M(t)=\sup_{n\geq 1}\big\{-\log A_{n}+X_{n}(t)\big\}\,,\qquad t\in T\, for a set $T\subset \mathbb{R}^{m}$, where $(X_{n})$ is an iid sequence of centered Gaussian random fields on $T$ and $0<A_{1}<A_{2}<\cdots $…
Smoothing splines have been used pervasively in nonparametric regressions. However, the computational burden of smoothing splines is significant when the sample size $n$ is large. When the number of predictors $d\geq2$, the computational…
Given a system of triangles in the plane $\mathbb{R}^2$ along with given data of function and gradient values at the vertices, we describe the general pattern of local linear methods invoving only four smooth standard shape functions which…
In areas such as kernel smoothing and non-parametric regression there is emphasis on smooth interpolation and smooth statistical models. Splines are known to have optimal smoothness properties in one and higher dimensions. It is shown, with…
We study the asymptotic behavior of the Maximum Likelihood and Least Squares Estimators of a $k$-monotone density $g_0$ at a fixed point $x_0$ when $k>2$. We find that the $j$th derivative of the estimators at $x_0$ converges at the rate…
Wavelet-type random series representations of the well-known Fractional Brownian Motion (FBM) and many other related stochastic processes and fields have started to be introduced since more than two decades. Such representations provide…
The question of adaptive mesh generation for approximation by splines has been studied for a number of years by various authors. The results have numerous applications in computational and discrete geometry, computer aided geometric design,…
We describe a procedure based on the iteration of an initial function by an appropriated operator, acting on continuous functions, in order to get a fixed point. This fixed point will be a calibrated subaction for the doubling map on the…
In this paper, we present a rigorous analysis of root-exponential convergence of Hermite approximations, including projection and interpolation methods, for functions that are analytic in an infinite strip containing the real axis and…
We consider estimation and inference in a single index regression model with an unknown but smooth link function. In contrast to the standard approach of using kernels or regression splines, we use smoothing splines to estimate the smooth…