Related papers: Hermite multiwavelets for manifold-valued data
Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…
We propose a kernel-spectral embedding algorithm for learning low-dimensional nonlinear structures from high-dimensional and noisy observations, where the datasets are assumed to be sampled from an intrinsically low-dimensional manifold and…
In this paper, we propose the use of geodesic distances in conjunction with multivariate distance matrix regression, called geometric-MDMR, as a powerful first step analysis method for manifold-valued data. Manifold-valued data is appearing…
We present a general M-estimation framework for inference on the wavelet variance. This framework generalizes the results on the scale-wise properties of the standard estimator and extends them to deliver the joint asymptotic properties of…
Deep generative models have demonstrated successful applications in learning non-linear data distributions through a number of latent variables and these models use a nonlinear function (generator) to map latent samples into the data space.…
In this paper we study sectional curvature of invariant hyper-Hermitian metrics on simply connected 4-dimensional real Lie groups admitting invariant hypercomplex structure. We give the Levi-Civita connections and explicit formulas for…
Estimating accurate high-dimensional transformations remains very challenging, especially in a clinical setting. In this paper, we introduce a multiscale parameterization of deformations to enhance registration and atlas estimation in the…
Kernel-based non-linear dimensionality reduction methods, such as Local Linear Embedding (LLE) and Laplacian Eigenmaps, rely heavily upon pairwise distances or similarity scores, with which one can construct and study a weighted graph…
High-dimensional data with intrinsic low-dimensional structure is ubiquitous in machine learning and data science. While various approaches allow one to learn a data manifold with a Riemannian structure from finite samples, performing…
A novel approach to Forecast Error Variance Decompositions (FEVD) in nonlinear Structural Vector Autoregressive models with Gaussian innovations is proposed, called the Hermite FEVD (HFEVD). This method employs a Hermite polynomial…
This study presents the derivation of a recursive formula for integrals of products of $N$ Hermite polynomials, establishing a numerically stable scheme for their accurate evaluation in computer codes. The derivation is notably simple and…
In this paper we propose a new wavelet transform applicable to functions defined on graphs, high dimensional data and networks. The proposed method generalizes the Haar-like transform proposed in [1], and it is defined via a hierarchical…
The underlying mathematics of the wavelet formalism is a representation of the inhomogeneous Lorentz group or the affine group. Within the framework of wavelets, it is possible to define the ``window'' which allows us to introduce a…
This paper presents new fast algorithms for Hermite interpolation and evaluation over finite fields of characteristic two. The algorithms reduce the Hermite problems to instances of the standard multipoint interpolation and evaluation…
In recent years, manifold methods have moved into focus as tools for dimension reduction. Assuming that the high-dimensional data actually lie on or close to a low-dimensional nonlinear manifold, these methods have shown convincing results…
We present in this paper new multiscale transforms on the sphere, namely the isotropic undecimated wavelet transform, the pyramidal wavelet transform, the ridgelet transform and the curvelet transform. All of these transforms can be…
An algorithm is described that can generate random variants of a time series or image while preserving the probability distribution of original values and the pointwise Holder regularity. Thus, it preserves the multifractal properties of…
(Bi)orthogonal (multi)wavelets on the real line have been extensively studied and employed in applications with success. A lot of problems in applications are defined on bounded intervals or domains. Therefore, it is important in both…
This work proposes a hyper-reduction method for nonlinear parametric dynamical systems characterized by gradient fields such as Hamiltonian systems and gradient flows. The gradient structure is associated with conservation of invariants or…
In this paper we propose a new adaptive wavelet denoising methodology using complex wavelets. The method is based on a fully Bayesian hierarchical model in the complex wavelet domain that uses a bivariate mixture prior on the wavelet…