Related papers: Stabilized Cross-Validation of Smoothness in Densi…

We introduce a smooth variant of the SCAD thresholding rule for wavelet denoising by replacing its piecewise linear transition with a raised cosine. The resulting shrinkage function is odd, continuous on R, and continuously differentiable…

Approximate Deconvolution (AD) has emerged as a promising closure for Large-Eddy Simulation (LES) in complex multi-physics flows, where the conventional pure Dynamic Eddy-Viscosity (DEV) models experience issues. In this research, we…

Conditional Variance Estimation (CVE) is a novel sufficient dimension reduction (SDR) method for additive error regressions with continuous predictors and link function. It operates under the assumption that the predictors can be replaced…

In this work, an efficient numerical scheme is presented for seismic blind deconvolution in a multichannel scenario. The proposed method iterate with wo steps: first, wavelet estimation across all channels and second, refinement of the…

We develop a Bayesian variable selection method, called SVEN, based on a hierarchical Gaussian linear model with priors placed on the regression coefficients as well as on the model space. Sparsity is achieved by using degenerate spike…

Noise is a major concern for Particle-In-Cell (PIC) simulations. We propose a new theoretical and algorithmic framework to evaluate and reduce the noise level for PIC simulations based on the Kernel Density Estimation (KDE) theory, which…

Constrained Spherical Deconvolution (CSD) is widely used to estimate the white matter fiber orientation distribution (FOD) from diffusion MRI data. Its angular resolution depends on the maximum spherical harmonic order ($l_{max}$): low…

This paper presents an intuitive application of multivariate kernel density estimation (KDE) for data correction. The method utilizes the expected value of the conditional probability density function (PDF) and a credible interval to…

Generalized cross-validation (GCV) is a widely-used method for estimating the squared out-of-sample prediction risk that employs a scalar degrees of freedom adjustment (in a multiplicative sense) to the squared training error. In this…

The proposed smooth blockwise iterative thresholding estimator (SBITE) is a model selection technique defined as a fixed point reached by iterating a likelihood gradient-based thresholding function. The smooth James-Stein thresholding…

We investigate the numerical performance of the regularized deconvolution closure introduced recently by the authors. The purpose of the closure is to furnish constitutive equations for Irwing-Kirkwood-Noll procedure, a well known method…

Spectral induced polarization (SIP) is a geophysical method used to characterize subsurface materials. It measures the frequency-dependent complex resistivity of rocks and soils through the application of a small alternating current in the…

Statistical machine learning models should be evaluated and validated before putting to work. Conventional k-fold Monte Carlo Cross-Validation (MCCV) procedure uses a pseudo-random sequence to partition instances into k subsets, which…

Decoding, ie prediction from brain images or signals, calls for empirical evaluation of its predictive power. Such evaluation is achieved via cross-validation, a method also used to tune decoders' hyper-parameters. This paper is a review on…

High-dimensional Kronecker-structured estimation faces a conflict between non-convex scaling ambiguities and statistical robustness. The arbitrary factor scaling distorts gradient magnitudes, rendering standard fixed-threshold robust…

We consider the problem of robust deconvolution, and particularly the recovery of an unknown deterministic signal convolved with a known filter and corrupted by additive noise. We present a novel, non-iterative data-driven approach.…

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…

Support vector machine (SVM) is a well-known statistical technique for classification problems in machine learning and other fields. An important question for SVM is the selection of covariates (or features) for the model. Many studies have…

While robust parameter estimation has been well studied in parametric density estimation, there has been little investigation into robust density estimation in the nonparametric setting. We present a robust version of the popular kernel…

We propose a hybrid method combining partial differential equation (PDE) and Monte Carlo (MC) techniques to obtain efficient estimates of statistics for plastic deformation related to kinematic hardening models driven by transient coloured…