相关论文: Malliavin-Mancino estimators implemented with non-…

The most popular algorithm for the nonuniform fast Fourier transform (NUFFT) uses the dilation of a kernel $\phi$ to spread (or interpolate) between given nonuniform points and a uniform upsampled grid, combined with an FFT and diagonal…

The nonuniform fast Fourier transform (NUFFT) generalizes the FFT to off-grid data. Its many applications include image reconstruction, data analysis, and the numerical solution of differential equations. We present FINUFFT, an efficient…

One of the main computational bottlenecks when working with kernel based learning is dealing with the large and typically dense kernel matrix. Techniques dealing with fast approximations of the matrix vector product for these kernel…

Kernel methods are powerful tools in statistical learning, but their cubic complexity in the sample size n limits their use on large-scale datasets. In this work, we introduce a scalable framework for kernel regression with O(n log n)…

Nonuniformly sampled signals are prevalent in real-world applications. However, estimating their power spectra from finite samples poses a significant challenge. The optimal solution-Bronez Generalized Prolate Spheroidal Sequence (GPSS) by…

We introduce a fast algorithm for Gaussian process regression in low dimensions, applicable to a widely-used family of non-stationary kernels. The non-stationarity of these kernels is induced by arbitrary spatially-varying vertical and…

There is growing interest in learning Fourier domain sampling strategies (particularly for magnetic resonance imaging, MRI) using optimization approaches. For non-Cartesian sampling patterns, the system models typically involve non-uniform…

Non-uniform fast Fourier Transform (NUFFT) and inverse NUFFT (INUFFT) algorithms, based on the Fast Multipole Method (FMM) are developed and tested. Our algorithms are based on a novel factorization of the FFT kernel, and are implemented…

We introduce a Fourier-based fast algorithm for Gaussian process regression in low dimensions. It approximates a translationally-invariant covariance kernel by complex exponentials on an equispaced Cartesian frequency grid of $M$ nodes.…

We provide a new non-parametric Fourier procedure to estimate the trajectory of the instantaneous covariance process (from discrete observations of a multidimensional price process) in the presence of jumps extending the seminal work…

The Discrete Fourier Transform (DFT) is central to the analysis of uniformly sampled signals, yet many practical applications involve non-uniform sampling, requiring the Non-Uniform Discrete Fourier Transform (NUDFT). While quantum…

In this paper we show how to use Fourier transform methods to analyze the asymptotic behavior of kernel distribution function estimators. Exact expressions for the mean integrated squared error in terms of the characteristic function of the…

We consider the problem of improving the efficiency of randomized Fourier feature maps to accelerate training and testing speed of kernel methods on large datasets. These approximate feature maps arise as Monte Carlo approximations to…

The nonuniform fast Fourier transform (NUFFT) enables spectral methods for problems with irregularly spaced samples, with applications in medical imaging, molecular dynamics, and kinetic plasma simulations. Existing implementations are…

Kernel smooth is the most fundamental technique for data density and regression estimation. However, time-consuming is the biggest obstacle for the application that the direct evaluation of kernel smooth for $N$ samples needs ${O}\left(…

The use of covariance kernels is ubiquitous in the field of spatial statistics. Kernels allow data to be mapped into high-dimensional feature spaces and can thus extend simple linear additive methods to nonlinear methods with higher order…

Resampling by interpolation is the traditional method to process interferograms from non-uniformly sampled Fourier transform spectrometers. The non-uniform fast Fourier transform (NUFFT) is an alternative approach that has been mostly…

We compare the Malliavin-Mancino and Cuchiero-Teichmann Fourier instantaneous estimators to investigate the impact of the Epps effect arising from asynchrony in the instantaneous estimates. We demonstrate the instantaneous Epps effect under…

This paper considers the strong error analysis of the Euler and fast Euler methods for nonlinear overdamped generalized Langevin equations driven by the fractional noise. The main difficulty lies in handling the interaction between the…

Gaussian processes (GPs) are crucial in machine learning for quantifying uncertainty in predictions. However, their associated covariance matrices, defined by kernel functions, are typically dense and large-scale, posing significant…