Related papers: FKreg: A MATLAB toolbox for fast Multivariate Kern…
High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this…
Fast computation of three-dimensional gravity and magnetic forward models is considered. Measurement data is assumed to be obtained on a uniform grid which is staggered with respect to the discretization of the parameter volume. Then, the…
The availability of precise and accurate simulation is a limiting factor for interpreting and forecasting data in many fields of science and engineering. Often, one or more distinct simulation software applications are developed, each with…
In the era of big data, it is desired to develop efficient machine learning algorithms to tackle massive data challenges such as storage bottleneck, algorithmic scalability, and interpretability. In this paper, we develop a novel efficient…
The kernel-independent fast multipole method (KIFMM) proposed in [1] is of almost linear complexity. In the original KIFMM the time-consuming M2L translations are accelerated by FFT. However, when more equivalent points are used to achieve…
Thanks to their easy implementation via Radial Basis Functions (RBFs), meshfree kernel methods have been proved to be an effective tool for e.g. scattered data interpolation, PDE collocation, classification and regression tasks. Their…
The Fast Fourier Transform (FFT) over a finite field $\mathbb{F}_q$ computes evaluations of a given polynomial of degree less than $n$ at a specifically chosen set of $n$ distinct evaluation points in $\mathbb{F}_q$. If $q$ or $q-1$ is a…
Kernel ridge regression (KRR), also known as the least-squares support vector machine, is a fundamental method for learning functions from finite samples. While most existing analyses focus on the noisy setting with constant-level label…
Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…
Kernel methods form a powerful, versatile, and theoretically-grounded unifying framework to solve nonlinear problems in signal processing and machine learning. The standard approach relies on the kernel trick to perform pairwise evaluations…
Nonlinear kernels can be approximated using finite-dimensional feature maps for efficient risk minimization. Due to the inherent trade-off between the dimension of the (mapped) feature space and the approximation accuracy, the key problem…
Kernel smoothing is a widely used nonparametric method in modern statistical analysis. The problem of efficiently conducting kernel smoothing for a massive dataset on a distributed system is a problem of great importance. In this work, we…
Meshfree simulation methods are emerging as compelling alternatives to conventional mesh-based approaches, particularly in the fields of Computational Fluid Dynamics (CFD) and continuum mechanics. In this publication, we provide a…
Factor modeling is a powerful statistical technique that permits to capture the common dynamics in a large panel of data with a few latent variables, or factors, thus alleviating the curse of dimensionality. Despite its popularity and…
In this paper we address the problem of performing statistical inference for large scale data sets i.e., Big Data. The volume and dimensionality of the data may be so high that it cannot be processed or stored in a single computing node. We…
One of the most efficient ways to produce unconditional simulations is with the spectral method using fast Fourier transform (FFT) [1]. But this approach is not applicable to arbitrary surfaces because no regular grid exists. However,…
Many scientific problems require identifying a small set of covariates that are associated with a target response and estimating their effects. Often, these effects are nonlinear and include interactions, so linear and additive methods can…
This study presents an efficient incremental/decremental approach for big streams based on Kernel Ridge Regression (KRR), a frequently used data analysis in cloud centers. To avoid reanalyzing the whole dataset whenever sensors receive new…
We address the problem of learning an unknown smooth function and its derivatives from noisy pointwise evaluations under the supremum norm. While classical nonparametric regression provides a strong theoretical foundation, traditional…
Kernel density estimation is a well known method involving a smoothing parameter (the bandwidth) that needs to be tuned by the user. Although this method has been widely used the bandwidth selection remains a challenging issue in terms of…