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相关论文: Free-Knot Spline Approximation of Stochastic Proce…

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In this paper we analyse the pathwise approximation of stochastic differential equations by polynomial splines with free knots. The pathwise distance between the solution and its approximation is measured globally on the unit interval in…

概率论 · 数学 2013-09-12 Mehdi Slassi

This paper deals with the approximation of discrete real-valued functions by first-degree splines (broken lines) with free knots for arbitrary $L_p$-norms ($1 \leq p \leq \infty)$. We prove the existence of best approximations und derive…

数值分析 · 数学 2017-04-20 Ludwig J. Cromme , Jens Kunath

Let a continuous random process $X$ defined on $[0,1]$ be $(m+\beta)$-smooth, $0\le m, 0<\beta\le 1$, in quadratic mean for all $t>0$ and have an isolated singularity point at $t=0$. In addition, let $X$ be locally like a $m$-fold…

概率论 · 数学 2010-05-20 Konrad Abramowicz , Oleg Seleznjev

In this paper, we present a nonlinear least-squares fitting algorithm using B-splines with free knots. Since its performance strongly depends on the initial estimation of the free parameters (i.e. the knots), we also propose a fast and…

信号处理 · 电气工程与系统科学 2020-03-13 Péter Kovács , Andrea M. Fekete

The problem of fixed knot approximation is convex and there are several efficient approaches to solve this problem, yet, when the knots joining the affine parts are also variable, finding conditions for a best Chebyshev approximation…

最优化与控制 · 数学 2024-04-02 Vinesha Peiris , Duy Khoa Pham , Nadezda Sukhorukova

The main purpose of this paper is to give a solution to a long-standing unsolved problem concerning the pathwise strong approximation of stochastic differential equations with respect to the global error in the $L_{\infty}$-norm. Typically,…

概率论 · 数学 2013-06-20 Mehdi Slassi

In this paper, we derive a necessary condition for a best approximation by piecewise polynomial functions. We apply nonsmooth nonconvex analysis to obtain this result, which is also a necessary and sufficient condition for inf-stationarity…

最优化与控制 · 数学 2025-01-30 Nadezda Sukhorukova , Julien Ugon

The varying coefficient model has received broad attention from researchers as it is a powerful dimension reduction tool for non-parametric modeling. Most existing varying coefficient models fitted with polynomial spline assume equidistant…

统计方法学 · 统计学 2022-06-15 Xufei Wang , Bo Jiang , Jun S. Liu

We present an algorithm to compute best least-squares approximations of discrete real-valued functions by first-degree splines (broken lines) with free knots. We demonstrate that the algorithm delivers after a finite number of steps a…

数值分析 · 数学 2017-04-20 Ludwig J. Cromme , Jens Kunath , Andreas Krebs

Inspired by the complexity of certain real-world datasets, this article introduces a novel flexible linear spline index regression model. The model posits piecewise linear effects of an index on the response, with continuous changes…

统计方法学 · 统计学 2024-09-04 Lianqiang Qu , Long Lv , Meiling Hao , Liuquan Sun

In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…

最优化与控制 · 数学 2015-03-05 Zahra Roshan Zamir , Nadezda Sukhorukova

In thermally fluctuating long linear polymeric chain in solution, the ends come from time to time into a direct contact or a close vicinity of each other. At such an instance, the chain can be regarded as a closed one and thus will form a…

生物物理 · 物理学 2007-05-23 Akos Dobay , Pierre-Edouard Sottas , Jacques Dubochet , Andrzej Stasiak

Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…

群论 · 数学 2007-05-23 S. V. Ludkovsky

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

泛函分析 · 数学 2022-04-21 Adam Bobrowski , Tomasz Komorowski

We address the issue of knots selection for Gaussian predictive process methodology. Predictive process approximation provides an effective solution to the cubic order computational complexity of Gaussian process models. This approximation…

统计计算 · 统计学 2011-08-03 Surya T Tokdar

In many applications that involve the inference of an unknown smooth function, the inference of its derivatives will often be just as important as that of the function itself. To make joint inferences of the function and its derivatives, a…

统计方法学 · 统计学 2023-02-07 Ziang Zhang , Alex Stringer , Patrick Brown , Jamie Stafford

We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…

概率论 · 数学 2007-05-23 Dominic Schuhmacher

In this paper we introduce a new method for automatically selecting knots in spline regression. The approach consists in setting a large number of initial knots and fitting the spline regression through a penalized likelihood procedure…

应用统计 · 统计学 2025-05-20 Vivien Goepp , Olivier Bouaziz , Grégory Nuel

Kolmogorov-Arnold Neural Networks (KANs) have gained significant attention in the machine learning community. However, their implementation often suffers from poor training stability and heavy trainable parameter. Furthermore, there is…

机器学习 · 计算机科学 2025-01-17 Liangwewi Nathan Zheng , Wei Emma Zhang , Lin Yue , Miao Xu , Olaf Maennel , Weitong Chen

In this paper we propose a model selection approach to fit a regression model using splines with a variable number of knots. We introduce a penalized criterion to estimate the number and the position of the knots where to anchor the splines…

统计方法学 · 统计学 2021-07-28 Alex Rodrigo dos S. Sousa , Magno T. F. Severino , Florencia G. Leonardi
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