Publication

Functional Tucker Approximation Using Chebyshev Interpolation

Publications associées (26)

Fourier interpolation on the real line

In this paper we construct an explicit interpolation formula for Schwartz functions on the real line. The formula expresses the value of a function at any given point in terms of the values of the function and its Fourier transform on the set {0,+/- 1,+/- ...

2019

A New Approach For American Option Pricing: The Dynamic Chebyshev Method

Kathrin Beatrice Glau

We introduce a new method to price American options based on Chebyshev interpolation. In each step of a dynamic programming time-stepping we approximate the value function with Chebyshev polynomials. The key advantage of this approach is that it allows us ...

2019

Domain-Informed Spline Interpolation

Dimitri Nestor Alice Van De Ville, Zafer Dogan, Hamid Behjat

Standard interpolation techniques are implicitly based on the assumption that the signal lies on a single homogeneous domain. In contrast, many naturally occurring signals lie on an inhomogeneous domain, such as brain activity associated to different brain ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2019

Neural BTF Compression and Interpolation

Wenzel Alban Jakob

The Bidirectional Texture Function (BTF) is a data-driven solution to render materials with complex appearance. A typical capture contains tens of thousands of images of a material sample under varying viewing and lighting conditions. While capable of fait ...

WILEY2019

Exploration and Inference in Spatial Extremes Using Empirical Basis Functions

Emeric Rolland Georges Thibaud

Statistical methods for inference on spatial extremes of large datasets are yet to be developed. Motivated by standard dimension reduction techniques used in spatial statistics, we propose an approach based on empirical basis functions to explore and model ...

SPRINGER2019

Low-rank tensor methods for large Markov chains and forward feature selection methods

Francisco Santos Paredes Quartin de Macedo

In the first part of this thesis, we present and compare several approaches for the determination of the steady-state of large-scale Markov chains with an underlying low-rank tensor structure. Such structure is, in our context of interest, associated with ...

EPFL2018