[Forum SIS] Politecnico di Milano - seminario M. Carey

[Laura Sangalli]

Si avvisa che in data 26-10-2012, alle ore 14:30 precise,
presso Aula Seminari F. Saleri VI Piano MOX - Dipartimento di 
Matematica, Politecnico di Milano,
nell'ambito delle iniziative MOX e del progetto FIRB Futuro in Ricerca 
SNAPLE (http://mox.polimi.it/~sangalli/firb.html), si svolgerà il 
seguente seminario:

Relatore:
Michelle Carey
University of Limerick

Titolo: A generalised smoother for linear ordinary differential equations

Abstract:
This paper introduces an off-the shelf smoother for linear ordinary 
differential equations.
This smoother is obtained by enhancing the functional data analysis 
estimation procedure for
approximating discrete data by a function when the data is assumed to 
adhere to a specified
linear ordinary differential equation (ODE) motivated from domain 
specific information. The
estimate of the functional object is obtained minimising a penalised 
residual sum of squares
where the roughness penalty is the L2 norm of the differential operator 
which contains the linear
ODE. The almost universal approach to evaluating this roughness penalty 
involves using numerical
integration techniques. Carey et al. (2012) developed a recursive 
algorithm that identifies
the coefficients of the piecewise polynomials that comprise the B-spline 
basis function. In this
paper, we propose utilising this alternative expression for the B-spline 
basis functions in order
to produce an exact expression for the roughness penalty. Explicit 
expressions are derived for
each of the estimated parameters that minimise the penalised residual 
sum of squares and for the
uncertainty quantification for these estimates.

Carey, M., G. G. E. Gath, and K. Hayes (2012). A universal matrix 
algorithm for the computation of the coefficients of
the polynomials comprising b–spline basis functions. Submitted.


Tutti gli interessati sono invitati a partecipare.

Cordiali saluti,
Laura Sangalli

-- 
Laura Maria Sangalli
MOX - Dipartimento di Matematica
Politecnico di Milano
Piazza Leonardo da Vinci 32
20133 Milano - Italy
tel: +39 02 2399 4554
fax: +39 02 2399 4568
email: laura.sangalli at polimi.it
url: http://mox.polimi.it/~sangalli