Smooth functions and local extreme values |
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Authors: | A. Kovac |
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Affiliation: | Department of Mathematics, University of Bristol, Bristol, UK |
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Abstract: | The problem of specifying a smooth and simple function that approximates noisy data is considered. A new automatic method is described that is based on solving a constrained optimisation problem. The target functional to be minimised is the sum of the squared residuals penalised by the curve length of the approximation. Multiresolution and monotonicity constraints provide a good approximation to the data with a small number of local extreme values. The new method can also be applied to density estimation. |
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Keywords: | Nonparametric regression Modality Smoothness Total variation |
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