Related papers: Adaptive Regularization of B-Spline Models for Sci…
Science and engineering problems subject to uncertainty are frequently both computationally expensive and feature nonsmooth parameter dependence, making standard Monte Carlo too slow, and excluding efficient use of accelerated uncertainty…
Accurately estimating data density is crucial for making informed decisions and modeling in various fields. This paper presents a novel nonparametric density estimation procedure that utilizes bivariate penalized spline smoothing over…
The state space dynamics representation is the most general approach for nonlinear systems and often chosen for system identification. During training, the state trajectory can deform significantly leading to poor data coverage of the state…
Slender-body approximations have been successfully used to explain many phenomena in low-Reynolds number fluid mechanics. These approximations typically use a line of singularity solutions to represent the flow. These singularities can be…
Recent studies have shown that regularization techniques using soft labels, e.g., label smoothing, Mixup, and CutMix, not only enhance image classification accuracy but also mitigate miscalibration due to overconfident predictions, and…
Datasets often have their intrinsic symmetries, and particular deep-learning models called equivariant or invariant models have been developed to exploit these symmetries. However, if some or all of these symmetries are only approximate,…
This paper deals with Hermite osculatory interpolating splines. For a partition of a real interval endowed with a refinement consisting in dividing each subinterval into two small subintervals, we consider a space of smooth splines with…
Regression splines are largely used to investigate and predict data behavior, attracting the interest of mathematicians for their beautiful numerical properties, and of statisticians for their versatility with respect to the applications.…
1. Parameter inference from distorted measurements is discussed. 2. Smeared measurements are unfolded without explicit regularization. The corresponding results are unbiased and permit to fit parameters and to apply quantitative…
Smoothing splines provide a powerful and flexible means for nonparametric estimation and inference. With a cubic time complexity, fitting smoothing spline models to large data is computationally prohibitive. In this paper, we use the…
When solving rank-deficient or discrete ill-posed problems by regularization methods, the choice of the regularization parameter is crucial. It is also of interest, the regularization norm used in the selection of the solution. In this…
Adaptive cubic regularization methods have emerged as a credible alternative to linesearch and trust-region for smooth nonconvex optimization, with optimal complexity amongst second-order methods. Here we consider a general/new class of…
We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on simultaneous diagonalization of two positive…
Model distillation aims to distill the knowledge of a complex model into a simpler one. In this paper, we consider an alternative formulation called dataset distillation: we keep the model fixed and instead attempt to distill the knowledge…
We propose a fast bivariate smoothing approach for symmetric surfaces that has a wide range of applications. We show how it can be applied to estimate the covariance function in longitudinal data as well as multiple additive covariances in…
This paper is devoted to the application of B-splines to volatility modeling, specifically the calibration of the leverage function in stochastic local volatility models and the parameterization of an arbitrage-free implied volatility…
In this article, we improve extreme learning machines for regression tasks using a graph signal processing based regularization. We assume that the target signal for prediction or regression is a graph signal. With this assumption, we use…
It has become commonplace to use complex computer models to predict outcomes in regions where data does not exist. Typically these models need to be calibrated and validated using some experimental data, which often consists of multiple…
This paper is concerned with a novel regularisation technique for solving linear ill-posed operator equations in Hilbert spaces from data that is corrupted by white noise. We combine convex penalty functionals with extreme-value statistics…
Unsupervised registration strategies bypass requirements in ground truth transforms or segmentations by optimising similarity metrics between fixed and moved volumes. Among these methods, a recent subclass of approaches based on…