Related papers: Roughness Penalty for liquid Scorecards
A soft-max function has two main efficiency measures: (1) approximation - which corresponds to how well it approximates the maximum function, (2) smoothness - which shows how sensitive it is to changes of its input. Our goal is to identify…
Inspired by the activity signature introduced by Todorov and Tauchen (2010), which was used to measure the activity of a semimartingale, this paper introduces the roughness signature function. The paper illustrates how it can be used to…
This article combines various methods of analysis to draw a comprehensive picture of penalty approximations to the value, hedge ratio, and optimal exercise strategy of American options. While convergence of the penalised solution for…
The noise generated by the friction of two rough surfaces under weak contact pressure is usually called roughness noise. The underlying vibration which produces the noise stems from numerous instantaneous shocks (in the microsecond range)…
B-spline models are a powerful way to represent scientific data sets with a functional approximation. However, these models can suffer from spurious oscillations when the data to be approximated are not uniformly distributed. Model…
The interaction between a fluid and a wall is described with a certain boundary condition for the fluid velocity at the wall. To understand how fluids behave near a rough wall, the fluid velocity at every point of the rough surface may be…
The `Signal plus Noise' model for nonparametric regression can be extended to the case of observations taken at the vertices of a graph. This model includes many familiar regression problems. This article discusses the use of the edges of a…
Roughness parameters that characterize contacting surfaces with regard to friction and wear are commonly stated without uncertainties, or with an uncertainty only taking into account a very limited amount of aspects such as repeatability of…
We study the effect of surface scattering on transport properties in many-mode conducting channels (electron waveguides). Assuming a strong roughness of the surface profiles, we show that there are two independent control parameters that…
Curvature influences generalization, robustness, and how reliably neural networks respond to small input perturbations. Existing sharpness metrics are typically defined in parameter space (e.g., Hessian eigenvalues) and can be expensive,…
Certifiable robustness gives the guarantee that small perturbations around an input to a classifier will not change the prediction. There are two approaches to provide certifiable robustness to adversarial examples: a) explicitly training…
This paper addresses the deconvolution problem of estimating a square-integrable probability density from observations contaminated with additive measurement errors having a known density. The estimator begins with a density estimate of the…
The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's inherent uncertainty, especially when dealing with sensitive…
Randomized smoothing is the current state-of-the-art method for producing provably robust classifiers. While randomized smoothing typically yields robust $\ell_2$-ball certificates, recent research has generalized provable robustness to…
We introduce an original method of multidimensional ridge penalization in functional local linear regressions. The nonparametric regression of functional data is extended from its multivariate counterpart, and is known to be sensitive to…
Deviations from the center within a robust neighborhood of a parametric model distribution may naturally be considered an infinite dimensional nuisance parameter. Thus, the semiparametric method may be tried, which is to compute the scores…
This paper gives a comprehensive treatment of the convergence rates of penalized spline estimators for simultaneously estimating several leading principal component functions, when the functional data is sparsely observed. The penalized…
A mathematical smooth function means that the function has continuous derivatives to a certain degree C(k). We call it a k-smooth function or a smooth function if k can grow infinitively. Based on quantum physics, there is no such smooth…
Splashing occurs when a liquid drop hits a dry solid surface at high velocity. This paper reports experimental studies of how the splash depends on the roughness and the texture of the surfaces as well as the viscosity of the liquid. For…
Regularization methods allow one to handle a variety of inferential problems where there are more covariates than cases. This allows one to consider a potentially enormous number of covariates for a problem. We exploit the power of these…