In nonparametric multivariate regression analysis, we seek methods to reduce the dimensionality of the regression function to bypass the difficulty caused by the curse of dimensionality. The original ...

This paper is devoted to the application of B-splines to volatility modeling, specifically the calibration of the leverage function in stochastic local volatility (SLV) models and the parameterization ...

Second-generation sequencing technologies have replaced array-based technologies and become the default method for genomics and epigenomics analysis. Second-generation sequencing technologies sequence ...

This example illustrates some properties of splines. Splines are curves, which are usually required to be continuous and smooth. Splines are usually defined as piecewise polynomials of degree n with ...