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We study trend filtering, a recently proposed tool of Kim et al. [SIAM Rev. 51 (2009) 339-360] for nonparametric regression. The trend filtering estimate is defined as the minimizer of a penalized least squares criterion, in which the…

Statistics Theory · Mathematics 2014-03-24 Ryan J. Tibshirani

Traditional functional linear regression usually takes a one-dimensional functional predictor as input and estimates the continuous coefficient function. Modern applications often generate two-dimensional covariates, which become matrices…

Methodology · Statistics 2024-11-26 Dan Yang , Jianlong Shao , Haipeng Shen , Hongtu Zhu

Fitting a function by using linear combinations of a large number $N$ of `simple' components is one of the most fruitful ideas in statistical learning. This idea lies at the core of a variety of methods, from two-layer neural networks to…

Statistics Theory · Mathematics 2019-08-20 Adel Javanmard , Marco Mondelli , Andrea Montanari

Functional linear regression is one of the fundamental and well-studied methods in functional data analysis. In this work, we investigate the functional linear regression model within the context of reproducing kernel Hilbert space by…

Statistics Theory · Mathematics 2024-12-12 Naveen Gupta , S. Sivananthan , Bharath K. Sriperumbudur

Collaborative filtering (CF) has become a popular method for developing recommender systems (RSs) where ratings of a user for new items are predicted based on her past preferences and available preference information of other users. Despite…

Information Retrieval · Computer Science 2023-10-03 Shamal Shaikh , Venkateswara Rao Kagita , Vikas Kumar , Arun K Pujari

Functional data analysis is a growing research field as more and more practical applications involve functional data. In this paper, we focus on the problem of regression and classification with functional predictors: the model suggested…

Statistics Theory · Mathematics 2007-05-23 Louis Ferré , Nathalie Villa

This paper reviews a class of univariate piecewise polynomial functions known as discrete splines, which share properties analogous to the better-known class of spline functions, but where continuity in derivatives is replaced by (a…

Statistics Theory · Mathematics 2022-05-26 Ryan J. Tibshirani

We propose a new method of adaptive piecewise approximation based on Sinc points for ordinary differential equations. The adaptive method is a piecewise collocation method which utilizes Poly-Sinc interpolation to reach a preset level of…

Numerical Analysis · Mathematics 2022-09-29 Omar Khalil , Hany El-Sharkawy , Maha Youssef , Gerd Baumann

Difference-of-convex (DC) optimization problems are shown to be equivalent to the minimization of a Lipschitz-differentiable "envelope". A gradient method on this surrogate function yields a novel (sub)gradient-free proximal algorithm which…

Optimization and Control · Mathematics 2024-04-17 Andreas Themelis , Ben Hermans , Panagiotis Patrinos

This two-part paper develops novel methodologies for using fractional programming (FP) techniques to design and optimize communication systems. Part I of this paper proposes a new quadratic transform for FP and treats its application for…

Information Theory · Computer Science 2018-05-09 Kaiming Shen , Wei Yu

Functional logistic regression is a popular model to capture a linear relationship between binary response and functional predictor variables. However, many methods used for parameter estimation in functional logistic regression are…

Methodology · Statistics 2025-10-15 Berkay Akturk , Ufuk Beyaztas , Han Lin Shang

The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis…

Numerical Analysis · Mathematics 2020-08-04 Giacomo Capodaglio , Max Gunzburger

The problem of fitting experimental data to a given model function $f(t; p_1,p_2,\dots,p_N)$ is conventionally solved numerically by methods such as that of Levenberg-Marquardt, which are based on approximating the Chi-squared measure of…

Optimization and Control · Mathematics 2017-03-14 Alberto Herrera-Gomez , R. Michael Porter

This paper concerns the analysis of random second order linear differential equations. Usually, solving these equations consists of computing the first statistics of the response process, and that task has been an essential goal in the…

Probability · Mathematics 2020-02-14 Marc Jornet , Julia Calatayud , Olivier P. Le Ma^itre , Juan Carlos Cortés

In this paper, we investigate adaptive nonlinear regression and introduce tree based piecewise linear regression algorithms that are highly efficient and provide significantly improved performance with guaranteed upper bounds in an…

Machine Learning · Computer Science 2013-12-30 N. Denizcan Vanli , Suleyman S. Kozat

Given cell-average data values of a piecewise smooth bivariate function $f$ within a domain $\Omega$, we look for a piecewise adaptive approximation to $f$. We are interested in an explicit and global (smooth) approach. Bivariate…

Numerical Analysis · Mathematics 2022-01-27 Sergio Amat , David Levin , Juan Ruiz-Alvarez , Dionisio F. Yáñez

We give a necessary and sufficient condition for a difference of convex (DC, for short) functions, defined on a locally convex space, to be Lipschitz continuous. Our criterion relies on the intersections of the "epsilon-subdifferentials of…

Functional Analysis · Mathematics 2012-01-10 A. Hantoute , J. E. Martínez-Legaz

In this paper, we determine the appropriate decay function for item-based collaborative filtering (CF). Instead of intuitive deduction, we introduce the Similarity-Signal-to-Noise-Ratio (SSNR) to quantify the impacts of rated items on…

Information Retrieval · Computer Science 2010-10-20 Pei Wu , Chi Ho Yeung , Weiping Liu , Cihang Jin , Yi-Cheng Zhang

Support vector machines (SVMs) naturally embody sparseness due to their use of hinge loss functions. However, SVMs can not directly estimate conditional class probabilities. In this paper we propose and study a family of coherence…

Machine Learning · Statistics 2012-04-11 Zhihua Zhang , Guang Dai , Michael I. Jordan

Variational inference with {\alpha}-divergences has been widely used in modern probabilistic machine learning. Compared to Kullback-Leibler (KL) divergence, a major advantage of using {\alpha}-divergences (with positive {\alpha} values) is…

Machine Learning · Computer Science 2019-09-10 Dilin Wang , Hao Liu , Qiang Liu
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