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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…

Machine Learning · Computer Science 2026-01-01 Alessandro Epasto , Mohammad Mahdian , Vahab Mirrokni , Manolis Zampetakis

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…

Econometrics · Economics 2024-01-08 Peter Christensen

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…

Computational Finance · Quantitative Finance 2013-05-21 Sam Howison , Christoph Reisinger , Jan Hendrik Witte

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)…

Classical Physics · Physics 2013-10-22 Viet Hung Dang , Joël Perret-Liaudet , Julien Scheibert , Alain Le Bot

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…

Numerical Analysis · Mathematics 2023-01-04 David Lenz , Raine Yeh , Vijay Mahadevan , Iulian Grindeanu , Tom Peterka

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…

Fluid Dynamics · Physics 2022-10-18 Akankshya Majhi , Lars Kool , Jasper van der Gucht , Joshua A. Dijksman

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…

Methodology · Statistics 2009-11-11 Arne Kovac , Andrew D. A. C. Smith

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…

Data Analysis, Statistics and Probability · Physics 2016-07-20 Dorothee Hüser , Jonathan Hüser , Sebastian Rief , Jörg Seewig , Peter Thomsen-Schmidt

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…

Disordered Systems and Neural Networks · Physics 2009-11-10 F. M. Izrailev , N. M. Makarov , M. Rendon

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,…

Machine Learning · Computer Science 2025-11-04 Jacob Poschl

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…

Machine Learning · Computer Science 2025-08-04 Meiyu Zhong , Ravi Tandon

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…

Statistics Theory · Mathematics 2023-04-12 David Kent , David Ruppert

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…

Machine Learning · Computer Science 2024-02-13 Agathe Fernandes Machado , Arthur Charpentier , Emmanuel Flachaire , Ewen Gallic , François Hu

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…

Machine Learning · Computer Science 2023-09-26 Samuel Pfrommer , Brendon G. Anderson , Somayeh Sojoudi

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…

Methodology · Statistics 2021-09-20 Wentian Huang , David Ruppert

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…

Statistics Theory · Mathematics 2014-12-05 Helmut Rieder

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…

Statistics Theory · Mathematics 2024-02-09 Shiyuan He , Jianhua Z. Huang , Kejun He

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…

Numerical Analysis · Mathematics 2010-05-21 Li Chen

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…

Fluid Dynamics · Physics 2007-06-13 Lei Xu

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…

Methodology · Statistics 2012-10-03 Yoonkyung Lee , Steven N. MacEachern , Yoonsuh Jung