Towards a Black Box Algorithm for Nonlinear Function Approximation over High‐Dimensional Domains

DOI10.1137/050646457zbMath1141.65332OpenAlexW2076918381MaRDI QIDQ3506543

Michael J. Kirby, A. A. Jamshidi

Publication date: 16 June 2008

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050646457

zbMATH Keywords

algorithmsradial basis functionscurve fittingscattered datamanifold learningnonlinear functional approximationprediction of financial time-series

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical methods (including Monte Carlo methods) (91G60) Economic time series analysis (91B84)

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Principal manifold learning by sparse grids ⋮ A Recursive Local Polynomial Approximation Method Using Dirichlet Clouds and Radial Basis Functions ⋮ Inadequacy of linear methods for minimal sensor placement and feature selection in nonlinear systems: a new approach using secants ⋮ Time varying radial basis functions ⋮ Modeling Multivariate Time Series on Manifolds with Skew Radial Basis Functions ⋮ Optimal learning with a local parametric belief model ⋮ Error-adaptive modeling of streaming time-series data using radial basis functions ⋮ A Radial Basis Function Algorithm with Automatic Model Order Determination

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