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An instance-weighted variant of the support vector machine (SVM) has attracted considerable attention recently since they are useful in various machine learning tasks such as non-stationary data analysis, heteroscedastic data modeling,…
The recent literature on first order methods for smooth optimization shows that significant improvements on the practical convergence behaviour can be achieved with variable stepsize and scaling for the gradient, making this class of…
In this paper we construct new invariants of knotoids including the odd writhe, the parity bracket polynomial, the affine index polynomial and the arrow polynomial, and give an introduction to the theory of virtual knotoids. The invariants…
Unmanned ground vehicles operating in complex environments must adaptively adjust to modeling uncertainties and external disturbances to perform tasks such as wall following and obstacle avoidance. This paper introduces an adaptive control…
We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…
Fractional polynomial models are potentially useful for response surfaces investigations. With the availability of routines for fitting nonlinear models in statistical packages they are increasingly being used. However, as in all…
In Hamiltonian systems subjected to periodic perturbations the stable and unstable manifolds of the unstable periodic orbits provide the dynamical "skeleton" that drives the mixing process and bounds the chaotic regions of the phase space.…
Change point analysis is a statistical tool to identify homogeneity within time series data. We propose a pruning approach for approximate nonparametric estimation of multiple change points. This general purpose change point detection…
Model averaging, as an appealing ensemble technique, strategically integrates all valuable information from candidate models to construct fast and accurate prediction. Despite of having been widely practiced in many fields such as…
We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…
We consider the multivariate response regression problem with a regression coefficient matrix of low, unknown rank. In this setting, we analyze a new criterion for selecting the optimal reduced rank. This criterion differs notably from the…
Dimensionality reduction algorithms like principal component analysis (PCA) are workhorses of machine learning and neuroscience, but each has well-known limitations. Variants of PCA are simple and interpretable, but not flexible enough to…
Estimation of the high-dimensional banded covariance matrix is widely used in multivariate statistical analysis. To ensure the validity of estimation, we aim to test the hypothesis that the covariance matrix is banded with a certain…
This paper proposes a polynomial-time algorithm to construct the monotone stepwise curve that minimizes the sum of squared errors with respect to a given cloud of data points. The fitted curve is also constrained on the maximum number of…
Recently developed reduced-order modeling techniques aim to approximate nonlinear dynamical systems on low-dimensional manifolds learned from data. This is an effective approach for modeling dynamics in a post-transient regime where the…
A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…
The extension of the classical Bayesian penalized spline method to inference on vector-valued functions is considered, with an emphasis on characterizing the suitability of the method for general application.We show that the standard…
P-spline models have achieved great popularity both in statistical and in applied research. A possible drawback of P-spline is that they assume a smooth transition of the covariate effect across its whole domain. In some practical…
Physics-informed neural networks (PINNs) have recently emerged as a promising way to compute the solutions of partial differential equations (PDEs) using deep neural networks. However, despite their significant success in various fields, it…
Cosine similarity is a popular distance measure that measures the similarity between two vectors in the inner product space. It is widely used in many data classification algorithms like K-Nearest Neighbors, Clustering etc. This study…