Robust univariate spline models for interpolating interval data

DOI10.1016/J.ORL.2010.11.008MaRDI QIDQ631219zbMATH OpenOpenAlexFDO

Authors Igor Averbakh, Yun-Bin Zhao

Publication date 22 March 2011

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2010.11.008

zbMATH Keywords

interval datapiecewise polynomial interpolationsemi-infinite convex optimizationspline functionuncertainty modeling

Mathematics Subject Classification ID

Convex programming (90C25) Semi-infinite programming (90C34)

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Cites work

• Error bounds for derivative estimates based on spline smoothing of exact or noisy data
• Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets
• Geometric dual formulation for first-derivative-based univariate cubic \(L_{1}\) splines
• scientific article; zbMATH DE number 3703310 (Why is no real title available?)
• scientific article; zbMATH DE number 477682 (Why is no real title available?)
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• On Computing Robust Splines and Applications
• Robust convex optimization
• Robust univariate cubic \(L_2\) splines: Interpolating data with uncertain positions of measurements
• Shape-preserving properties of univariate cubic \(L_{1}\) splines
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• SPLINE FUNCTIONS AND THE PROBLEM OF GRADUATION
• The Price of Robustness
• Univariate cubic \(L_{p}\) splines and shape-preserving, multiscale interpolation by univariate cubic \(L_{1}\) splines

Cited in

(5)

• A minmax regret linear regression model under uncertainty in the dependent variable
• Robust calibration and arbitrage-free interpolation of SSVI slices
• Robust univariate cubic \(L_2\) splines: Interpolating data with uncertain positions of measurements
• scientific article; zbMATH DE number 3954147 (Why is no real title available?)
• A two-step method for interpolating interval data based on cubic Hermite polynomial models

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