Non-equispaced B-spline wavelets

This paper has three main contributions. The first is the construction of wavelet transforms from B-spline scaling functions defined on a grid of non-equispaced knots. The new construction extends the equispaced, biorthogonal, compactly supported Cohen-Daubechies-Feauveau wavelets. The new construction is based on the factorisation of wavelet transforms into lifting steps. The second and third contributions are new insights on how to use these and other wavelets in statistical applications. The second contribution is related to the bias of a wavelet representation. It is investigated how the fine scaling coefficients should be derived from the observations. In the context of equispaced data, it is common practice to simply take the observations as fine scale coefficients. It is argued in this paper that this is not acceptable for non-interpolating wavelets on non-equidistant data. Finally, the third contribution is the study of the variance in a non-orthogonal wavelet transform in a new framework, replacing the numerical condition as a measure for non-orthogonality. By controlling the variances of the reconstruction from the wavelet coefficients, the new framework allows us to design wavelet transforms on irregular point sets with a focus on their use for smoothing or other applications in statistics.Comment: 42 pages, 2 figure

Splines and vector splines

The thrust of this report concerns spline theory and some of the background to spline theory and follows the development in (Wahba, 1991). We also review methods for determining hyper-parameters, such as the smoothing parameter, by Generalised Cross Validation. Splines have an advantage over Gaussian Process based procedures in that we can readily impose atmospherically sensible smoothness constraints and maintain computational efficiency. Vector splines enable us to penalise gradients of vorticity and divergence in wind fields. Two similar techniques are summarised and improvements based on robust error functions and restricted numbers of basis functions given. A final, brief discussion of the application of vector splines to the problem of scatterometer data assimilation highlights the problems of ambiguous solutions

Splines and local approximation of the earth's gravity field

Bibliography: pages 214-220.The Hilbert space spline theory of Delvos and Schempp, and the reproducing kernel theory of L. Schwartz, provide the conceptual foundation and the construction procedure for rotation-invariant splines on Euclidean spaces, splines on the circle, and splines on the sphere and harmonic outside the sphere. Spherical splines and surface splines such as multi-conic functions, Hardy's multiquadric functions, pseudo-cubic splines, and thin-plate splines, are shown to be largely as effective as least squares collocation in representing geoid heights or gravity anomalies. A pseudo-cubic spline geoid for southern Africa is given, interpolating Doppler-derived geoid heights and astro-geodetic deflections of the vertical. Quadrature rules are derived for the thin-plate spline approximation (over a circular disk, and to a planar approximation) of Stokes's formula, the formulae of Vening Meinesz, and the L₁ vertical gradient operator in the analytical continuation series solution of Molodensky's problem

An approach to construct a three-dimensional isogeometric model from µ-CT scan data with an application to the bridge of a violin

We present an algorithm to build a ready to use isogeometric model from scan data gained by a µ-CT scan. Based on a three-dimensional multi-patch reference geometry, which includes the major topological features, we fit the outline, then the cross-section and finally the three-dimensional geometry. The key step is to fit the outline, where a non-linear least squares problem is solved with a Gauss-Newton approach presented by Borges and Pastva (2002). We extend this approach by a regularisation and a precise interpolation of selected data points. The resulting NURBS geometry is ready for applying isogeometric analysis tools for efficient numerical simulations. As a particular example we examine the scan data of a violin bridge and present the complete workflow from the µ-CT scan up to the numerical simulation based on isogeometric mortar methods. We illustrate the relevance of the constructed geometry with a vibro-acoustical application

Penalized Likelihood and Bayesian Function Selection in Regression Models

Challenging research in various fields has driven a wide range of methodological advances in variable selection for regression models with high-dimensional predictors. In comparison, selection of nonlinear functions in models with additive predictors has been considered only more recently. Several competing suggestions have been developed at about the same time and often do not refer to each other. This article provides a state-of-the-art review on function selection, focusing on penalized likelihood and Bayesian concepts, relating various approaches to each other in a unified framework. In an empirical comparison, also including boosting, we evaluate several methods through applications to simulated and real data, thereby providing some guidance on their performance in practice

Splinets 1.5.0 -- Periodic Splinets

Periodic splines are a special kind of splines that are defined over a set of knots over a circle and are adequate for solving interpolation problems related to closed curves. This paper presents a method of implementing the objects representing such splines and describes how an efficient orthogonal basis can be obtained. The proposed orthonormalized basis is called a periodic splinet in the reference to earlier work where analogous concepts and tools have been introduced for splines on an interval. Based on this methodology, the periodic splines and splinets are added to the earlier version of the R package "Splinets". Moreover, the developed computational tools have been applied to functionally analyze a standard example of functional circular data of wind directions and speeds.Comment: 16 page

Structured penalties for functional linear models---partially empirical eigenvectors for regression

One of the challenges with functional data is incorporating spatial structure, or local correlation, into the analysis. This structure is inherent in the output from an increasing number of biomedical technologies, and a functional linear model is often used to estimate the relationship between the predictor functions and scalar responses. Common approaches to the ill-posed problem of estimating a coefficient function typically involve two stages: regularization and estimation. Regularization is usually done via dimension reduction, projecting onto a predefined span of basis functions or a reduced set of eigenvectors (principal components). In contrast, we present a unified approach that directly incorporates spatial structure into the estimation process by exploiting the joint eigenproperties of the predictors and a linear penalty operator. In this sense, the components in the regression are `partially empirical' and the framework is provided by the generalized singular value decomposition (GSVD). The GSVD clarifies the penalized estimation process and informs the choice of penalty by making explicit the joint influence of the penalty and predictors on the bias, variance, and performance of the estimated coefficient function. Laboratory spectroscopy data and simulations are used to illustrate the concepts.Comment: 29 pages, 3 figures, 5 tables; typo/notational errors edited and intro revised per journal review proces