Related papers: Explicit error estimates for spline approximation …
This paper addresses asymptotic properties of general penalized spline estimators with an arbitrary B-spline degree and an arbitrary order difference penalty. The estimator is approximated by a solution of a linear differential equation…
This paper discusses the dimension of spline spaces with highest order smoothness over hierarchical T-meshes over certain type of hierarchical T-meshes. The major step is to set up a bijection between the spline space with highest order…
We introduce the notion of approximate smoothness in a normed linear space. We characterize this property and show the connections between smoothness and approximate smoothness for some spaces. As an application, we consider in particular…
We adapt Schaback's error doubling trick [R. Schaback. Improved error bounds for scattered data interpolation by radial basis functions. Math. Comp., 68(225):201--216, 1999.] to give error estimates for radial interpolation of functions…
Spline basis exploration via Bayesian model selection is a widely employed strategy for determining the optimal set of basis terms in nonparametric regression. However, despite its widespread use, this approach often encounters performance…
This article develops a unified framework to study the asymptotic properties of all periodic spline-based estimators, that is, of regression, penalized and smoothing splines. The explicit form of the periodic Demmler-Reinsch basis in terms…
Functions on a bounded domain in scientific computing are often approximated using piecewise polynomial approximations on meshes that adapt to the shape of the geometry. We study the problem of function approximation using splines on a…
This paper discusses a general framework for smoothing parameter estimation for models with regular likelihoods constructed in terms of unknown smooth functions of covariates. Gaussian random effects and parametric terms may also be…
In this paper, we develop and study approximately smooth basis constructions for isogeometric analysis over two-patch domains. One key element of isogeometric analysis is that it allows high order smoothness within one patch. However, for…
Iteration complexities for optimizing smooth functions with first-order algorithms are typically stated in terms of a global Lipschitz constant of the gradient, and near-optimal results are then achieved using fixed step sizes. But many…
In this paper, we present an algorithm to approximate a set of data points with G1 continuous arcs, using points' covariance data. To the best of our knowledge, previous arc spline approximation approaches assumed that all data points…
We study approximation error bounds of isogeometric function spaces on a specific type of singularly parameterized domains. In this context an isogeometric function is the composition of a piecewise rational function with the inverse of a…
We present an algorithm to compute best least-squares approximations of discrete real-valued functions by first-degree splines (broken lines) with free knots. We demonstrate that the algorithm delivers after a finite number of steps a…
Splines are a popular and attractive way of smoothing noisy data. Computing splines involves minimizing a functional which is a linear combination of a fitting term and a regularization term. The former is classically computed using a…
In this paper, we revisit approximation properties of piecewise polynomial spaces, which contain more than ${\cal P}_{r-1}$ but not ${\cal P}_r$. We develop more accurate upper and lower error bounds that are sharper than those used in…
A priori error bounds have been derived for different balancing-related model reduction methods. The most classical result is a bound for balanced truncation and singular perturbation approximation that is applicable for asymptotically…
We address the problem of robust sparse estimation of the precision matrix for heavy-tailed distributions in high-dimensional settings. In such high-dimensional contexts, we observe that the covariance matrix can be approximated by a…
We apply a method recently introduced to the statistical literature to directly estimate the precision matrix from an ensemble of samples drawn from a corresponding Gaussian distribution. Motivated by the observation that cosmological…
This paper is on the normal approximation of singular subspaces when the noise matrix has i.i.d. entries. Our contributions are three-fold. First, we derive an explicit representation formula of the empirical spectral projectors. The…
We give a general method to obtain from the integral restrictions of functions sharp pointwise and uniform estimates of these functions. This scheme is illustrated by the examples for Fock\,--\,Bargmann spaces of entire functions of several…