Related papers: Multivariate piecewise linear interpolation of a r…
Continuous-time Bayesian networks is a natural structured representation language for multicomponent stochastic processes that evolve continuously over time. Despite the compact representation, inference in such models is intractable even…
In this paper we consider the approximation of a function by its interpolating multilinear spline and the approximation of its derivatives by the derivatives of the corresponding spline. We derive formulas for the uniform approximation…
We study in this paper the function approximation error of linear interpolation and extrapolation. Several upper bounds are presented along with the conditions under which they are sharp. All results are under the assumptions that the…
We consider the approximation of the performance of random walks in the quarter-plane. The approximation is in terms of a random walk with a product-form stationary distribution, which is obtained by perturbing the transition probabilities…
The algebraic polynomial interpolation on uniformly distributed nodes is affected by the Runge phenomenon, also when the function to be interpolated is analytic. Among all techniques that have been proposed to defeat this phenomenon, there…
The paper deals with the problem of estimating the M$^2$ (i.e. multivariate and multidimensional) spectral density function of a stationary random process or random field. We propose the $f$-truncated periodogram, i.e. a truncated…
Recently, in [Electronic Transaction on Numerical Analysis, 41 (2014), pp. 420-442] authors introduced a new class of rational cubic fractal interpolation functions with linear denominators via fractal perturbation of traditional…
The randomized row method is a popular representative of the iterative algorithm because of its efficiency in solving the overdetermined and consistent systems of linear equations. In this paper, we present an extended randomized multiple…
In this paper, we use the concept of excursion sets for the extrapolation of stationary random fields. Doing so, we define excursion sets for the field and its linear predictor, and then minimize the expected volume of the symmetric…
BV functions cannot be approximated well by piecewise constant functions, but this work will show that a good approximation is still possible with (countably) piecewise affine functions. In particular, this approximation is area-strictly…
In this paper we study the problem of tracking the mean of a piecewise stationary sequence of independent random variables. First we consider the case where the transition times are known and show that a direct running average performs the…
We describe the limit (for two topologies) of large uniform random square permutations, i.e., permutations where every point is a record. The starting point for all our results is a sampling procedure for asymptotically uniform square…
We present a new technique for the interpolation of discretely-sampled non-negat ive scalar fields across regions of missing data. Any set of basis functions can be used, though the method is fastest when they are close to orthogonal. We…
In practice, it is not possible to observe a whole max-stable random field. Therefore, a way how to reconstruct a max-stable random field in $C\left([0,1]^k\right)$ by interpolating its realizations at finitely many points is proposed. The…
The dichotomy spectrum is introduced for linear mean-square random dynamical systems, and it is shown that for finite-dimensional mean-field stochastic differential equations, the dichotomy spectrum consists of finitely many compact…
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 study in this paper the function approximation error of multivariate linear extrapolation. The sharp error bound of linear interpolation already exists in the literature. However, linear extrapolation is used far more often in…
In the article the formulas for the modeling of conservative fields in piecewise infinite plate with a thin inclusion found. The accuracy of the found formulas is of order equal to the thickness of the outer layer. The problem for higher…
Conventional sampling and interpolation commonly rely on discrete measurements. In this paper, we develop a theoretical framework for extrapolation of signals in higher dimensions from knowledge of the continuous waveform on bounded…
We combine single- and two-photon interference procedures for characterizing any multi-port linear optical interferometer accurately and precisely. Accuracy is achieved by estimating and correcting systematic errors that arise due to…