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A comprehensive methodology is provided for smoothing noisy, irregularly sampled data with non-Gaussian noise using smoothing splines. We demonstrate how the spline order and tension parameter can be chosen a priori from physical reasoning.…

Methodology · Statistics 2020-02-18 Jeffrey J. Early , Adam M. Sykulski

We present an adaptive smoother for linear state-space models with unknown process and measurement noise covariances. The proposed method utilizes the variational Bayes technique to perform approximate inference. The resulting smoother is…

Systems and Control · Computer Science 2023-07-19 Tohid Ardeshiri , Emre Özkan , Umut Orguner , Fredrik Gustafsson

B-spline models are a powerful way to represent scientific data sets with a functional approximation. However, these models can suffer from spurious oscillations when the data to be approximated are not uniformly distributed. Model…

Numerical Analysis · Mathematics 2022-03-29 David Lenz , Raine Yeh , Vijay Mahadevan , Iulian Grindeanu , Tom Peterka

In this paper, a method is proposed to solve the problem of monotone smoothing splines using general linear systems. This problem, also called monotone control theoretic splines, has been solved only when the curve generator is modeled by…

Systems and Control · Computer Science 2013-08-08 Masaaki Nagahara , Clyde F. Martin

In this paper, we present the development of a many-knot spline method derived to remove the statistical noise in the spectroscopic data. This method is an expansion of the B-spline method. Compared to the B-spline method, the many-knot…

Spectral Theory · Mathematics 2016-09-08 M. H. Zhu , L. G. Liu , D. X. Qi , Z. You , A. A. Xu

B-spline models are a powerful way to represent scientific data sets with a functional approximation. However, these models can suffer from spurious oscillations when the data to be approximated are not uniformly distributed. Model…

Numerical Analysis · Mathematics 2023-01-04 David Lenz , Raine Yeh , Vijay Mahadevan , Iulian Grindeanu , Tom Peterka

We develop a model reduction technique for non-smooth dynamical systems using spectral submanifolds. Specifically, we construct low-dimensional, sparse, nonlinear and non-smooth models on unions of slow and attracting spectral submanifolds…

Dynamical Systems · Mathematics 2023-12-25 Leonardo Bettini , Mattia Cenedese , George Haller

A fast algorithm for B-splines in mixed models is presented. B-splines have local support and are computational attractive, because the corresponding matrices are sparse. A key element of the new algorithm is that the local character of…

Computation · Statistics 2015-02-17 Martin P. Boer

Surface-based data is commonly observed in diverse practical applications spanning various fields. In this paper, we introduce a novel nonparametric method to discover the underlying signals from data distributed on complex surface-based…

Methodology · Statistics 2024-03-12 Zhiling Gu , Shan Yu , Guannan Wang , Ming-Jun Lai , Li Wang

We study the task of smoothing a circuit, i.e., ensuring that all children of a plus-gate mention the same variables. Circuits serve as the building blocks of state-of-the-art inference algorithms on discrete probabilistic graphical models…

Artificial Intelligence · Computer Science 2019-10-29 Andy Shih , Guy Van den Broeck , Paul Beame , Antoine Amarilli

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…

Machine Learning · Statistics 2020-12-09 Danqing Xu , Yuedong Wang

Smoothing splines are twice differentiable by construction, so they cannot capture potential discontinuities in the underlying signal. In this work, we consider a special case of the weak rod model of Blake and Zisserman (1987) that allows…

Numerical Analysis · Mathematics 2023-12-27 Martin Storath , Andreas Weinmann

In this paper we introduce a new class of diffeomorphic smoothers based on general spline smoothing techniques and on the use of some tools that have been recently developed in the context of image warping to compute smooth diffeomorphisms.…

Statistics Theory · Mathematics 2009-12-07 Jeremie bigot , Sebastien Gadat

In the current era of big data, researchers routinely collect and analyze data of super-large sample sizes. Data-oriented statistical methods have been developed to extract information from super-large data. Smoothing spline ANOVA (SSANOVA)…

Computation · Statistics 2016-02-18 Nathaniel E. Helwig , Ping Ma

Trajectory reconstruction is the process of inferring the path of a moving object between successive observations. In this paper, we propose a smoothing spline -- which we name the V-spline -- that incorporates position and velocity…

Methodology · Statistics 2022-06-20 Zhanglong Cao , David Bryant , Tim Molteno , Colin Fox , Matthew Parry

Nonlinear dynamics are ubiquitous in science and engineering applications, but the physics of most complex systems is far from being fully understood. Discovering interpretable governing equations from measurement data can help us…

Machine Learning · Computer Science 2022-10-18 Luning Sun , Daniel Zhengyu Huang , Hao Sun , Jian-Xun Wang

In this paper we propose a (non-linear) smoothing algorithm for group-affine observation systems, a recently introduced class of estimation problems on Lie groups that bear a particular structure. As most non-linear smoothing methods, the…

Robotics · Computer Science 2018-08-07 Paul Chauchat , Axel Barrau , Silvère Bonnabel

In state space models, smoothing refers to the task of estimating a latent stochastic process given noisy measurements related to the process. We propose an unbiased estimator of smoothing expectations. The lack-of-bias property has…

Methodology · Statistics 2018-09-07 Pierre E. Jacob , Fredrik Lindsten , Thomas B. Schön

We present a fully automated method for the optimal state space reconstruction from univariate and multivariate time series. The proposed methodology generalizes the time delay embedding procedure by unifying two promising ideas in a…

Data Analysis, Statistics and Probability · Physics 2021-05-26 K. H. Krämer , G. Datseris , J. Kurths , I. Z. Kiss , J. L. Ocampo-Espindola , N. Marwan

In this paper we address smoothing-that is, optimisation-based-estimation techniques for localisation problems in the case where motion sensors are very accurate. Our mathematical analysis focuses on the difficult limit case where motion…

Systems and Control · Electrical Eng. & Systems 2022-04-12 Paul Chauchat , Silvere Bonnabel , Axel Barrau
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