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466
Regularization Theory and Neural Networks Architectures
 Neural Computation
, 1995
"... We had previously shown that regularization principles lead to approximation schemes which are equivalent to networks with one layer of hidden units, called Regularization Networks. In particular, standard smoothness functionals lead to a subclass of regularization networks, the well known Radial Ba ..."
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Cited by 373 (31 self)
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We had previously shown that regularization principles lead to approximation schemes which are equivalent to networks with one layer of hidden units, called Regularization Networks. In particular, standard smoothness functionals lead to a subclass of regularization networks, the well known Radial Basis Functions approximation schemes. This paper shows that regularization networks encompass a much broader range of approximation schemes, including many of the popular general additive models and some of the neural networks. In particular, we introduce new classes of smoothness functionals that lead to different classes of basis functions. Additive splines as well as some tensor product splines can be obtained from appropriate classes of smoothness functionals. Furthermore, the same generalization that extends Radial Basis Functions (RBF) to Hyper Basis Functions (HBF) also leads from additive models to ridge approximation models, containing as special cases Breiman's hinge functions, som...
Splines: A Perfect Fit for Signal/Image Processing
 IEEE SIGNAL PROCESSING MAGAZINE
, 1999
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Regularization networks and support vector machines
 Advances in Computational Mathematics
, 2000
"... Regularization Networks and Support Vector Machines are techniques for solving certain problems of learning from examples – in particular the regression problem of approximating a multivariate function from sparse data. Radial Basis Functions, for example, are a special case of both regularization a ..."
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Cited by 324 (34 self)
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Regularization Networks and Support Vector Machines are techniques for solving certain problems of learning from examples – in particular the regression problem of approximating a multivariate function from sparse data. Radial Basis Functions, for example, are a special case of both regularization and Support Vector Machines. We review both formulations in the context of Vapnik’s theory of statistical learning which provides a general foundation for the learning problem, combining functional analysis and statistics. The emphasis is on regression: classification is treated as a special case.
Sampling—50 years after Shannon
 Proceedings of the IEEE
, 2000
"... This paper presents an account of the current state of sampling, 50 years after Shannon’s formulation of the sampling theorem. The emphasis is on regular sampling, where the grid is uniform. This topic has benefited from a strong research revival during the past few years, thanks in part to the math ..."
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Cited by 287 (27 self)
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This paper presents an account of the current state of sampling, 50 years after Shannon’s formulation of the sampling theorem. The emphasis is on regular sampling, where the grid is uniform. This topic has benefited from a strong research revival during the past few years, thanks in part to the mathematical connections that were made with wavelet theory. To introduce the reader to the modern, Hilbertspace formulation, we reinterpret Shannon’s sampling procedure as an orthogonal projection onto the subspace of bandlimited functions. We then extend the standard sampling paradigm for a representation of functions in the more general class of “shiftinvariant” functions spaces, including splines and wavelets. Practically, this allows for simpler—and possibly more realistic—interpolation models, which can be used in conjunction with a much wider class of (antialiasing) prefilters that are not necessarily ideal lowpass. We summarize and discuss the results available for the determination of the approximation error and of the sampling rate when the input of the system is essentially arbitrary; e.g., nonbandlimited. We also review variations of sampling that can be understood from the same unifying perspective. These include wavelets, multiwavelets, Papoulis generalized sampling, finite elements, and frames. Irregular sampling and radial basis functions are briefly mentioned. Keywords—Bandlimited functions, Hilbert spaces, interpolation, least squares approximation, projection operators, sampling,
An equivalence between sparse approximation and Support Vector Machines
 A.I. Memo 1606, MIT Arti cial Intelligence Laboratory
, 1997
"... This publication can be retrieved by anonymous ftp to publications.ai.mit.edu. The pathname for this publication is: aipublications/15001999/AIM1606.ps.Z This paper shows a relationship between two di erent approximation techniques: the Support Vector Machines (SVM), proposed by V.Vapnik (1995), ..."
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Cited by 232 (7 self)
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This publication can be retrieved by anonymous ftp to publications.ai.mit.edu. The pathname for this publication is: aipublications/15001999/AIM1606.ps.Z This paper shows a relationship between two di erent approximation techniques: the Support Vector Machines (SVM), proposed by V.Vapnik (1995), and a sparse approximation scheme that resembles the Basis Pursuit DeNoising algorithm (Chen, 1995 � Chen, Donoho and Saunders, 1995). SVM is a technique which can be derived from the Structural Risk Minimization Principle (Vapnik, 1982) and can be used to estimate the parameters of several di erent approximation schemes, including Radial Basis Functions, algebraic/trigonometric polynomials, Bsplines, and some forms of Multilayer Perceptrons. Basis Pursuit DeNoising is a sparse approximation technique, in which a function is reconstructed by using a small number of basis functions chosen from a large set (the dictionary). We show that, if the data are noiseless, the modi ed version of Basis Pursuit DeNoising proposed in this paper is equivalent to SVM in the following sense: if applied to the same data set the two techniques give the same solution, which is obtained by solving the same quadratic programming problem. In the appendix we also present a derivation of the SVM technique in the framework of regularization theory, rather than statistical learning theory, establishing a connection between SVM, sparse approximation and regularization theory.
Polynomial Splines and Their Tensor Products in Extended Linear Modeling
 Ann. Statist
, 1997
"... ANOVA type models are considered for a regression function or for the logarithm of a probability function, conditional probability function, density function, conditional density function, hazard function, conditional hazard function, or spectral density function. Polynomial splines are used to m ..."
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Cited by 189 (16 self)
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ANOVA type models are considered for a regression function or for the logarithm of a probability function, conditional probability function, density function, conditional density function, hazard function, conditional hazard function, or spectral density function. Polynomial splines are used to model the main effects, and their tensor products are used to model any interaction components that are included. In the special context of survival analysis, the baseline hazard function is modeled and nonproportionality is allowed. In general, the theory involves the L 2 rate of convergence for the fitted model and its components. The methodology involves least squares and maximum likelihood estimation, stepwise addition of basis functions using Rao statistics, stepwise deletion using Wald statistics, and model selection using BIC, crossvalidation or an independent test set. Publically available software, written in C and interfaced to S/SPLUS, is used to apply this methodology to...
Model Selection and the Principle of Minimum Description Length
 Journal of the American Statistical Association
, 1998
"... This paper reviews the principle of Minimum Description Length (MDL) for problems of model selection. By viewing statistical modeling as a means of generating descriptions of observed data, the MDL framework discriminates between competing models based on the complexity of each description. This ..."
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Cited by 170 (6 self)
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This paper reviews the principle of Minimum Description Length (MDL) for problems of model selection. By viewing statistical modeling as a means of generating descriptions of observed data, the MDL framework discriminates between competing models based on the complexity of each description. This approach began with Kolmogorov's theory of algorithmic complexity, matured in the literature on information theory, and has recently received renewed interest within the statistics community. In the pages that follow, we review both the practical as well as the theoretical aspects of MDL as a tool for model selection, emphasizing the rich connections between information theory and statistics. At the boundary between these two disciplines, we find many interesting interpretations of popular frequentist and Bayesian procedures. As we will see, MDL provides an objective umbrella under which rather disparate approaches to statistical modeling can coexist and be compared. We illustrate th...
Large Sample Sieve Estimation of SemiNonparametric Models
 Handbook of Econometrics
, 2007
"... Often researchers find parametric models restrictive and sensitive to deviations from the parametric specifications; seminonparametric models are more flexible and robust, but lead to other complications such as introducing infinite dimensional parameter spaces that may not be compact. The method o ..."
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Cited by 153 (17 self)
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Often researchers find parametric models restrictive and sensitive to deviations from the parametric specifications; seminonparametric models are more flexible and robust, but lead to other complications such as introducing infinite dimensional parameter spaces that may not be compact. The method of sieves provides one way to tackle such complexities by optimizing an empirical criterion function over a sequence of approximating parameter spaces, called sieves, which are significantly less complex than the original parameter space. With different choices of criteria and sieves, the method of sieves is very flexible in estimating complicated econometric models. For example, it can simultaneously estimate the parametric and nonparametric components in seminonparametric models with or without constraints. It can easily incorporate prior information, often derived from economic theory, such as monotonicity, convexity, additivity, multiplicity, exclusion and nonnegativity. This chapter describes estimation of seminonparametric econometric models via the method of sieves. We present some general results on the large sample properties of the sieve estimates, including consistency of the sieve extremum estimates, convergence rates of the sieve Mestimates, pointwise normality of series estimates of regression functions, rootn asymptotic normality and efficiency of sieve estimates of smooth functionals of infinite dimensional parameters. Examples are used to illustrate the general results.
BSpline Signal Processing: Part ITheory
 IEEE Trans. Signal Processing
, 1993
"... This paper describes a set of efficient filtering techniques for the processing and representation of signals in terms of continuous Bspline basis functions. We first consider the problem of determining the spline coefficients for an exact signal interpolation (direct Bspline transform). The rever ..."
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Cited by 146 (31 self)
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This paper describes a set of efficient filtering techniques for the processing and representation of signals in terms of continuous Bspline basis functions. We first consider the problem of determining the spline coefficients for an exact signal interpolation (direct Bspline transform). The reverse operation is the signal reconstruction from its spline coefficients with an optional zooming factor rn (indirect Bspline transform) . We derive general expressions for the z transforms and the equivalent continuous impulse responses of Bspline interpolators of order n. We present simple techniques for signal differentiation and filtering in the transformed domain. We then derive recursive filters that efficiently solve the problems of smoothing spline and least squares approximations. The smoothing spline technique approximates a signal with a complete set of coefficients subject to certain regularization or smoothness constraints. The least squares approach, on the other hand, uses a reduced number of Bspline coefficients with equally spaced nodes; this technique is in many ways analogous to the application of antialiasing lowpass filter prior to decimation in order to represent a signal correctly with a reduced number of samples.