In this paper, we introduce a linearity test for fuzzy rule-based models in the framework of time series modeling. To do so, we explore a family of statistical models, the regime ...
We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as ...
In this paper we consider a regularization approach to variable selection when the regression function depends nonlinearly on a few input variables. The proposed method is based o...
Lorenzo Rosasco, Matteo Santoro, Sofia Mosci, Ales...
We consider valued fields with a distinguished isometry or contractive derivation as valued modules over the Ore ring of difference operators. Under certain assumptions on the resi...
Abstract. In this paper, the approximation properties of the prolate spheroidal wave functions of order zero (PSWFs) are studied, and a set of optimal error estimates are derived f...