All Questions
11 questions
1
vote
0
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99
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Global approximation via convex combination of local approximations
I recently faced the problem of efficiently approximating a very large set of data points and, neither having a model of the empiric function, nor of the error distribution, my method of choice would ...
- 63.9k
6
votes
3
answers
502
views
Approximating derivatives between gridpoints
Suppose we have a grid (possibly irregular) of $N$ function/value pairs, $(x_i, f_i)$, $i=1...N$. The function is differentiable everywhere at least twice (perhaps more).
What would be a good way to ...
- 3,065
3
votes
2
answers
623
views
Interpolation nodes for linear spline (piecewise-linear) interpolation of $x \ln x$
I need to approximate $x \ln x$ on $[0,1]$ as a piecewise-linear function. If $P(x)$ is a piecewise-linear approximation, I want to minimize
$$
\max_{0 \le x \le 1} |P(x) - x \ln x| \rightarrow \min_P....
- 3,065
3
votes
0
answers
118
views
Hardness results for approximating Hölder continuous functions
Let $f \in \mathrm{Lip}^{L,\alpha}[a,b]$, and let $f_{h} \in C^{L}$ be a spline which interpolates $f$ at $a + ih$. Then standard theorems (Daubechies & Lagarias, SIAM J. Math. Anal. 22 (1991) ...
- 3,065
0
votes
0
answers
267
views
Can we improve the error bounds for spline interpolation if the interpolated function is smooth?
Let me first state the original problem I want to solve:
Given a closed curve $C:[a,b]\to\mathbb R^2$ that is smooth ($C^\infty$), a partition in the parameter space $a=t_0<t_1<\cdots<t_n=b$,...
- 3,065
2
votes
0
answers
124
views
Error bounds for spline interpolation. Hall and Meyer's conjecture
Hall & Meyer, 1976, J. Approx. Theory, show for $f \in C^4[a,b]$ and a mesh $a = x_1, \ldots x_n = b$ with $h = \max x_{j+1} - x_j$, for $\pi f$ a cubic spline interpolant over the mesh for some ...
- 3,065
4
votes
0
answers
741
views
Estimating overshoot in spline interpolation
Say I have a spline space $\mathcal S$ of dimension $n$ with a set of unisolvent points $(\xi_i)_{i=1}^n$, i.e., points at which I can unambiguously interpolate within the spline space. So, given ...
- 3,065
2
votes
1
answer
336
views
Cubic spline smoothing question
I came across this link when searching for an algorithm for spline smoothing. Though I understand basically what I have to do, I need further clarifications on the formula chosen for curvature ...
- 3,065
3
votes
2
answers
2k
views
Interpolation splines of bounded curvature
Given $n$ points $p_i=(x_i,y_i)$ on the [Euclidean] plane, and a positive real number $\rho$. Can we have a polynomial spline (e.g., natural cubic spline) passing through all these points, such that: (...
- 63.9k
4
votes
1
answer
747
views
Marsden's Identity and B-splines
Marsden's Identity states that for every $\tau$ in $\mathbb{R }$:
$$(\cdot -\tau)^{k-1}=\sum_j\Psi_{j,k}(\tau)B_{j,k,t} \, ,$$
with $\Psi_{j,k}=(t_j-\tau)\times...\times(t_{j+k-1}-\tau)$.
Following ...
- 3,065
1
vote
1
answer
259
views
Splines with bounded first derivative?
I have a set of points $(x_i,y_i)\in{\mathbb R}_+\times{\mathbb R}$, $i=1,...,n$, ($x_i$ are the independent variables and $y_i$ are the dependent variables or responses) that I want to fit using ...
- 3,065