English
Related papers

Related papers: Interpolation error of misspecified Gaussian proce…

200 papers

We present a general form of the iteration and interpolation process used in implicit particle filters. Implicit filters are based on a pseudo-Gaussian representation of posterior densities, and are designed to focus the particle paths so…

Numerical Analysis · Mathematics 2009-10-20 Alexandre J. Chorin , Xuemin Tu

When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…

Cosmology and Nongalactic Astrophysics · Physics 2016-01-27 Elena Sellentin , Alan F. Heavens

In real data, missing values occur frequently, which affects the interpretation with interpretable machine learning (IML) methods. Recent work considers bias and shows that model explanations may differ between imputation methods, while…

Machine Learning · Statistics 2025-12-22 Pegah Golchian , Marvin N. Wright

We present the error analysis of Lagrange interpolation on triangles. A new \textit{a priori} error estimate is derived in which the bound is expressed in terms of the diameter and circumradius of a triangle. No geometric conditions on…

Numerical Analysis · Mathematics 2015-09-17 Kenta Kobayashi , Takuya Tsuchiya

The paper proposes a general quasi-interpolation scheme for high-dimensional function approximation. To facilitate error analysis, we view our quasi-interpolation as a two-step procedure. In the first step, we approximate a target function…

Numerical Analysis · Mathematics 2024-09-24 Wenwu Gao , Jiecheng Wang , Zhengjie Sun , Gregory E. Fasshauer

Kernel based regularized interpolation is a well known technique to approximate a continuous multivariate function using a set of scattered data points and the corresponding function evaluations, or data values. This method has some…

Numerical Analysis · Mathematics 2018-07-26 Gabriele Santin , Dominik Wittwar , Bernard Haasdonk

Gaussian Process Regression (GPR) is widely used in statistics and machine learning for prediction tasks requiring uncertainty measures. Its efficacy depends on the appropriate specification of the mean function, covariance kernel function,…

Machine Learning · Computer Science 2024-09-20 Shifan Zhao , Jiaying Lu , Ji Yang , Edmond Chow , Yuanzhe Xi

The Gaussian beam superposition method is an asymptotic method for computing high frequency wave fields in smoothly varying inhomogeneous media. In this paper we study the accuracy of the Gaussian beam superposition method and derive error…

Numerical Analysis · Mathematics 2010-02-04 Mohammad Motamed , Olof Runborg

This paper gives a general interpretation of Linear Prediction (LP) by interpolation framework different from the perspective of statistics. This interpretation is proved to be useful by several following results, such as: The mechanism of…

Signal Processing · Electrical Eng. & Systems 2019-05-21 Changcun Huang

This paper introduces an interpolation-based method, called the reconstruction approach, for nonparametric regression. Based on the fact that interpolation usually has negligible errors compared to statistical estimation, the reconstruction…

Machine Learning · Statistics 2019-11-28 Shifeng Xiong

In this contribution we introduce a mixed interpolation-regression operator for functions defined in some domains of the plane. We focus the attention on the ellipse, an annulus and a polygon. An upper bound for such an operator is…

Numerical Analysis · Mathematics 2026-04-28 Ruymán Cruz-Barroso , Lidia Fernández , Francisco Marcellán , Juan Antonio Villegas

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

Grid-based modelling is widely used for estimating stellar parameters. However, stellar model grid is sparse because of the computational cost. This paper demonstrates an application of a machine-learning algorithm using the Gaussian…

Solar and Stellar Astrophysics · Physics 2022-03-02 Tanda Li , Guy R. Davies , Alexander J. Lyttle , Warrick H. Ball , Lindsey M. Carboneau , Rafael A. Garcia

We consider quasi-interpolation with a main application in radial basis function approximations and compression in this article. Constructing and using these quasi-interpolants, we consider wavelet and compression-type approximations from…

Numerical Analysis · Mathematics 2024-07-09 Martin Buhmann , Feng Dai

In this paper, we treat the problem of evaluating the asymptotic error in a numerical integration scheme as one with inherent uncertainty. Adding to the growing field of probabilistic numerics, we show that Gaussian process regression (GPR)…

Machine Learning · Statistics 2019-05-27 Philip G. Breen , Christopher N. Foley

Measurement error occurs when a covariate influencing a response variable is corrupted by noise. This can lead to misleading inference outcomes, particularly in problems where accurately estimating the relationship between covariates and…

Methodology · Statistics 2026-01-16 Charita Dellaporta , Theodoros Damoulas

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

Machine Learning · Computer Science 2022-06-22 Siavash Ameli , Shawn C. Shadden

Most modern learning problems are over-parameterized, where the number of learnable parameters is much greater than the number of training data points. In this over-parameterized regime, the training loss typically has infinitely many…

Machine Learning · Computer Science 2025-06-23 Kanumuri Nithin Varma , Babak Hassibi

Alpha-based performance evaluation may fail to capture correlated residuals due to model errors. This paper proposes using the Generalized Information Ratio (GIR) to measure performance under misspecified benchmarks. Motivated by the…

Portfolio Management · Quantitative Finance 2018-04-24 Zhongzhi Lawrence He

Motivated by surprisingly good generalization properties of learned deep neural networks in overparameterized scenarios and by the related double descent phenomenon, this paper analyzes the relation between smoothness and low generalization…

Machine Learning · Computer Science 2021-10-29 Yuege Xie , Hung-Hsu Chou , Holger Rauhut , Rachel Ward