Related papers: Adaptive Priors based on Splines with Random Knots
The P-splines of Eilers and Marx (1996) combine a B-spline basis with a discrete quadratic penalty on the basis coefficients, to produce a reduced rank spline like smoother. P-splines have three properties that make them very popular as…
Traditional approaches to Bayes net structure learning typically assume little regularity in graph structure other than sparseness. However, in many cases, we expect more systematicity: variables in real-world systems often group into…
An analysis of extensive simulations of interacting self-avoiding polygons on cubic lattice shows that the frequencies of different knots realized in a random, collapsed polymer ring decrease as a negative power of the ranking order, and…
Several results on constrained spline smoothing are obtained. In particular, we establish a general result, showing how one can constructively smooth any monotone or convex piecewise polynomial function (ppf) (or any $q$-monotone ppf,…
The smoothing spline is one of the most popular curve-fitting methods, partly because of empirical evidence supporting its effectiveness and partly because of its elegant mathematical formulation. However, there are two obstacles that…
Numerical preprocessing remains an important component of tabular deep learning, where the representation of continuous features can strongly affect downstream performance. Although its importance is well established for classical…
Trajectory reconstruction is the process of inferring the path of a moving object between successive observations. In this paper, we propose a smoothing spline -- which we name the V-spline -- that incorporates position and velocity…
Application of nonparametric and semiparametric regression techniques to high-dimensional time series data has been hampered due to the lack of effective tools to address the ``curse of dimensionality.'' Under rather weak conditions, we…
We consider the problem of adaptive inference on a regression function at a point under a multivariate nonparametric regression setting. The regression function belongs to a H\"older class and is assumed to be monotone with respect to some…
We construct a point set in the Euclidean plane that elucidates the relationship between the fine-scale statistics of the fractional parts of $\sqrt n$ and directional statistics for a shifted lattice. We show that the randomly rotated, and…
The use of improper priors in the context of Bayesian hierarchical linear mixed models has been studied under the assumption of normality of the random effects. We study the propriety of the posterior under more flexible distributional…
It is typically proven in adaptive control that asymptotic stabilization and tracking holds, and that at best a bounded-noise bounded-state property is proven. Recently, it has been shown in both the pole-placement control and the $d$-step…
We estimate on a compact interval densities with isolated irregularities, such as discontinuities or discontinuities in some derivatives. From independent and identically distributed observations we construct a kernel estimator with…
Placing robots outside controlled conditions requires versatile movement representations that allow robots to learn new tasks and adapt them to environmental changes. The introduction of obstacles or the placement of additional robots in…
In this paper we study a model of random knots obtained by fixing a space curve in $n$-dimensional Euclidean space with $n>3$, and orthogonally projecting the space curve on to random $3$ dimensional subspaces. By varying the space curve we…
Let a continuous random process $X$ defined on $[0,1]$ be $(m+\beta)$-smooth, $0\le m, 0<\beta\le 1$, in quadratic mean for all $t>0$ and have an isolated singularity point at $t=0$. In addition, let $X$ be locally like a $m$-fold…
The kinetic folding of RNA sequences into secondary structures is modeled as a complex adaptive system, the components of which are possible RNA structural rearrangements (SRs) and their associated bases and base pairs. RNA bases and base…
Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving…
We study Bayesian linear regression models with skew-symmetric scale mixtures of normal error distributions. These kinds of models can be used to capture departures from the usual assumption of normality of the errors in terms of heavy…
We develop a fully automatic Bayesian Lasso via variational inference. This is a scalable procedure for approximating the posterior distribution. Special attention is driven to the knot selection in regression spline. In order to carry…