Related papers: rcss: Subgradient and duality approach for dynamic…

Reduced modeling of a computationally demanding dynamical system aims at approximating its trajectories, while optimizing the trade-off between accuracy and computational complexity. In this work, we propose to achieve such an approximation…

This paper describes and illustrates the functionality of the baker R package. The package estimates a suite of nested partially-latent class models (NPLCM) for multivariate binary responses that are observed under a case-control design.…

Hyperspectral remote sensing is a promising tool for a variety of applications including ecology, geology, analytical chemistry and medical research. This article presents the new \hsdar package for R statistical software, which performs a…

We introduce the R package nlpsem, a comprehensive toolkit for analyzing longitudinal processes within the structural equation modeling (SEM) framework, incorporating individual measurement occasions. This package emphasizes nonlinear…

The R package cpr provides tools for selection of parsimonious B-spline regression models via algorithms coined `control polygon reduction' (CPR) and `control net reduction' (CNR). B-Splines are commonly used in regression models to smooth…

The analysis of spatial observations on a sphere is important in areas such as geosciences, physics and embryo research, just to name a few. The purpose of the package rcosmo is to conduct efficient information processing, visualisation,…

Calibration of large-scale differential equation models to observational or experimental data is a widespread challenge throughout applied sciences and engineering. A crucial bottleneck in state-of-the art calibration methods is the…

This paper proposes a Direct Rational Radial Basis Functions Partition of Unity (D-RRBF-PU) approach to compute derivatives of functions with steep gradients or discontinuities. The novelty of the method concerns how derivatives are…

We study reinforcement learning (RL) with linear function approximation in Markov Decision Processes (MDPs) satisfying \emph{linear Bellman completeness} -- a fundamental setting where the Bellman backup of any linear value function remains…

The R package RegressionFactory provides expander functions for constructing the high-dimensional gradient vector and Hessian matrix of the log-likelihood function for generalized linear models (GLMs), from the lower-dimensional…

We introduce a new shrinkage variable selection operator for linear models which we term the \emph{adaptive ridge selector} (ARiS). This approach is inspired by the \emph{relevance vector machine} (RVM), which uses a Bayesian hierarchical…

The linear programming (LP) approach has a long history in the theory of approximate dynamic programming. When it comes to computation, however, the LP approach often suffers from poor scalability. In this work, we introduce a relaxed…

This paper presents two methods for approximating a proper subset of the entries of a Hessian using only function evaluations. These approximations are obtained using the techniques called \emph{generalized simplex Hessian} and…

This paper presents a method for approximate Gaussian process (GP) regression with tensor networks (TNs). A parametric approximation of a GP uses a linear combination of basis functions, where the accuracy of the approximation depends on…

The CompModels package for R provides a suite of computer model test functions that can be used for computer model prediction/emulation, uncertainty quantification, and calibration, but in particular, the sequential optimization of computer…

Even though in recent years the scale of statistical analysis problems has increased tremendously, many statistical software tools are still limited to single-node computations. However, statistical analyses are largely based on dense…

We develop subgradient- and gradient-based methods for minimizing strongly convex functions under a notion which generalizes the standard Euclidean strong convexity. We propose a unifying framework for subgradient methods which yields two…

Approximating a manifold-valued function from samples of input-output pairs consists of modeling the relationship between an input from a vector space and an output on a Riemannian manifold. We propose a function approximation method that…

The computation of global radial basis function (RBF) approximations requires the solution of a linear system which, depending on the choice of RBF parameters, may be ill-conditioned. We study the stability and accuracy of approximation…

This paper describes and illustrates functionality of the spNNGP R package. The package provides a suite of spatial regression models for Gaussian and non-Gaussian point-referenced outcomes that are spatially indexed. The package implements…