Related papers: A Spline Dimensional Decomposition for Uncertainty…
Application of nonparametric and semiparametric regression techniques to high-dimensional time series data has been hampered due to the lack of effective tools to address the ``curse of dimensionality.'' Under rather weak conditions, we…
Inspired by the complexity of certain real-world datasets, this article introduces a novel flexible linear spline index regression model. The model posits piecewise linear effects of an index on the response, with continuous changes…
A univariate continuous function can always be decomposed as the sum of a non-increasing function and a non-decreasing one. Based on this property, we propose a non-parametric regression method that combines two spline-fitted monotone…
Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions,…
Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…
Semi-Definite Programming (SDP) with low-rank prior has been widely applied in Non-Rigid Structure from Motion (NRSfM). Based on a low-rank constraint, it avoids the inherent ambiguity of basis number selection in conventional base-shape or…
The singular value decomposition (SVD) is a crucial tool in machine learning and statistical data analysis. However, it is highly susceptible to outliers in the data matrix. Existing robust SVD algorithms often sacrifice speed for…
Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…
This paper introduces the concept of dimensional stability for spline spaces over T-meshes, providing the first mathematical definition and a preliminary classification framework. We define dimensional stability as an invariant within the…
This work is closely related to the theories of set estimation and manifold estimation. Our object of interest is a, possibly lower-dimensional, compact set $S \subset {\mathbb R}^d$. The general aim is to identify (via stochastic…
Chordal and factor-width decomposition methods for semidefinite programming and polynomial optimization have recently enabled the analysis and control of large-scale linear systems and medium-scale nonlinear systems. Chordal decomposition…
Sufficient dimension reduction is a powerful tool to extract core information hidden in the high-dimensional data and has potentially many important applications in machine learning tasks. However, the existing nonlinear sufficient…
We propose a new technique for obtaining reduced order models for nonlinear dynamical systems. Specifically, we advocate the use of the recently developed Dynamic Mode Decomposition (DMD), an equation-free method, to approximate the…
We introduce a new adaptive decomposition tool, which we refer to as Nonlinear Mode Decomposition (NMD). It decomposes a given signal into a set of physically meaningful oscillations for any waveform, simultaneously removing the noise. NMD…
The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…
Representing images and videos with Symmetric Positive Definite (SPD) matrices, and considering the Riemannian geometry of the resulting space, has been shown to yield high discriminative power in many visual recognition tasks.…
We use the recent theory of Spectral Submanifolds (SSM) for model reduction of nonlinear mechanical systems subject to parametric excitations. Specifically, we develop expressions for higher-order nonautonomous terms in the parameterization…
Partial differential equations (PDEs) with uncertain or random inputs have been considered in many studies of uncertainty quantification. In forward uncertainty quantification, one is interested in analyzing the stochastic response of the…
We consider the problem of propagating the uncertainty from a possibly large number of random inputs through a computationally expensive model. Stratified sampling is a well-known variance reduction strategy, but its application, thus far,…
Multidimensional Scaling (MDS) is one of the most popular methods for dimensionality reduction and visualization of high dimensional data. Apart from these tasks, it also found applications in the field of geometry processing for the…