Search results for "Numerical Analysis"
showing 10 items of 883 documents
Randomized Block Frank–Wolfe for Convergent Large-Scale Learning
2017
Owing to their low-complexity iterations, Frank-Wolfe (FW) solvers are well suited for various large-scale learning tasks. When block-separable constraints are present, randomized block FW (RB-FW) has been shown to further reduce complexity by updating only a fraction of coordinate blocks per iteration. To circumvent the limitations of existing methods, the present work develops step sizes for RB-FW that enable a flexible selection of the number of blocks to update per iteration while ensuring convergence and feasibility of the iterates. To this end, convergence rates of RB-FW are established through computational bounds on a primal sub-optimality measure and on the duality gap. The novel b…
Multispectral image denoising with optimized vector non-local mean filter
2016
Nowadays, many applications rely on images of high quality to ensure good performance in conducting their tasks. However, noise goes against this objective as it is an unavoidable issue in most applications. Therefore, it is essential to develop techniques to attenuate the impact of noise, while maintaining the integrity of relevant information in images. We propose in this work to extend the application of the Non-Local Means filter (NLM) to the vector case and apply it for denoising multispectral images. The objective is to benefit from the additional information brought by multispectral imaging systems. The NLM filter exploits the redundancy of information in an image to remove noise. A …
Corrigendum: ExGUtils: A Python Package for Statistical Analysis With the ex-Gaussian Probability Density
2018
The study of reaction times and their underlying cognitive processes is an important field in Psychology. Reaction times are usually modeled through the ex-Gaussian distribution, because it provides a good fit to multiple empirical data. The complexity of this distribution makes the use of computational tools an essential element in the field. Therefore, there is a strong need for efficient and versatile computational tools for the research in this area. In this manuscript we discuss some mathematical details of the ex-Gaussian distribution and apply the ExGUtils package, a set of functions and numerical tools, programmed for python, developed for numerical analysis of data involving the ex…
Thresholding projection estimators in functional linear models
2008
We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule allows to get consistency under broad assumptions as well as minimax rates of convergence under additional regularity hypotheses. We also consider the particular case of Sobolev spaces generated by the trigonometric basis which permits to get easily mean squared error of prediction as well as estimators of the derivatives of the regression function. We prove these estimators are minimax and rates of convergence are given for some particular cases.
Asymptotic and bootstrap tests for subspace dimension
2022
Most linear dimension reduction methods proposed in the literature can be formulated using an appropriate pair of scatter matrices, see e.g. Ye and Weiss (2003), Tyler et al. (2009), Bura and Yang (2011), Liski et al. (2014) and Luo and Li (2016). The eigen-decomposition of one scatter matrix with respect to another is then often used to determine the dimension of the signal subspace and to separate signal and noise parts of the data. Three popular dimension reduction methods, namely principal component analysis (PCA), fourth order blind identification (FOBI) and sliced inverse regression (SIR) are considered in detail and the first two moments of subsets of the eigenvalues are used to test…
Perfectly matched layers for the stationary Schrodinger equation in a periodic structure
2008
We construct a perfectly matched absorbing layer for stationary Schrodinger equation with analytic slowly decaying potential in a periodic structure. We prove the unique solvability of the problem with perfectly matched layer of finite length and show that solution to this problem approximates a solution to the original problem with an error that exponentially tends to zero as the length of perfectly matched layer tends to infinity.
Analytic and directional wavelet packets in the space of periodic signals
2019
The paper presents a versatile library of analytic and quasi-analytic complex-valued wavelet packets (WPs) which originate from discrete splines of arbitrary orders. The real parts of the quasi-analytic WPs are the regular spline-based orthonormal WPs designed in [2]. The imaginary parts are the so-called complementary orthonormal WPs, which, unlike the symmetric regular WPs, they are antisymmetric. Tensor products of 1D quasi-analytic WPs provide a diversity of 2D WPs oriented in multiple directions. For example, a set of the fourth-level WPs comprises 62 different directions. The designed computational scheme in the paper enables us to get fast and easy implementation of the WP transforms…
Beyond the mesh handling Maxwell's curl equations with an unconditionally leapfrog stable scheme
2013
Numerical solution of equations governing time domain simulations in computational electromagnetics, is usually based on grid methods in space and on explicit schemes for the time evolution. A predefined grid in the problem domain and a stability step size restriction must be accepted. Evidence is given that efforts need for overcoming these heavy constraints. Recently, the authors developed a meshless method to avoid the connective laws among the points scattered in the problem domain. Despite the good spatial properties, the numerical explicit integration used in the original formulation of the method provides,also in a meshless context, spatial and time discretization strictly interleave…
Functional A Posteriori Error Equalities for Conforming Mixed Approximations of Elliptic Problems
2014
In this paper we show how to find the exact error (not just an estimate of the error) of a conforming mixed approximation by using the functional type a posteriori error estimates in the spirit of Repin. The error is measured in a mixed norm which takes into account both the primal and dual variables. We derive this result for elliptic partial differential equations of a certain class. We first derive a special version of our main result by using a simplified reaction-diffusion problem to demonstrate the strong connection to the classical functional a posteriori error estimates of Repin. After this we derive the main result in an abstract setting. Our main result states that in order to obt…
Worst case approach in convex minimization problems with uncertain data
2015
This paper concerns quantitative analysis of errors generated by incompletely known data in convex minimization problems. The problems are discussed in the mixed setting and the duality gap is used as the fundamental error measure. The influence of the indeterminate data is measured using the worst case scenario approach. The worst case error is decomposed into two computable quantities, which allows the quantitative comparison between errors resulting from the inaccuracy of the approximation and the data uncertainty. The proposed approach is demonstrated on a paradigm of a nonlinear reaction-diffusion problem together with numerical examples.