Nonlinear regression

Summary

In statistics, nonlinear regression is a form of regression analysis in which observational data are modeled by a function which is a nonlinear combination of the model parameters and depends on one or more independent variables. The data are fitted by a method of successive approximations. General
In nonlinear regression, a statistical model of the form, : \mathbf{y} \sim f(\mathbf{x}, \boldsymbol\beta) relates a vector of independent variables, \mathbf{x}, and its associated observed dependent variables, \mathbf{y}. The function f is nonlinear in the components of the vector of parameters \beta, but otherwise arbitrary. For example, the Michaelis–Menten model for enzyme kinetics has two parameters and one independent variable, related by f by: : f(x,\boldsymbol\beta)= \frac{\beta_1 x}{\beta_2 + x} This function is nonlinear because it cannot be expressed as a linear combinatio

Official source

https://en.wikipedia.org/wiki/Nonlinear_regression

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Nondyadic and nonlinear multiresolution image approximations

Maria Arrate Munoz Barrutia

This thesis focuses on the development of novel multiresolution image approximations. Specifically, we present two kinds of generalization of multiresolution techniques: image reduction for arbitrary scales, and nonlinear approximations using other metrics than the standard Euclidean one. Traditional multiresolution decompositions are restricted to dyadic scales. As first contribution of this thesis, we develop a method that goes beyond this restriction and that is well suited to arbitrary scale-change computations. The key component is a new and numerically exact algorithm for computing inner products between a continuously defined signal and B-splines of any order and of arbitrary sizes. The technique can also be applied for non-uniform to uniform grid conversion, which is another approximation problem where our method excels. Main applications are resampling and signal reconstruction. Although simple to implement, least-squares approximations lead to artifacts that could be reduced if nonlinear methods would be used instead. The second contribution of the thesis is the development of nonlinear spline pyramids that are optimal for lp-norms. First, we introduce a Banach-space formulation of the problem and show that the solution is well defined. Second, we compute the lp-approximation thanks to an iterative optimization algorithm based on digital filtering. We conclude that l1-approximations reduce the artifacts that are inherent to least-squares methods; in particular, edge blurring and ringing. In addition, we observe that the error of l1-approximations is sparser. Finally, we derive an exact formula for the asymptotic Lp-error; this result justifies using the least-squares approximation as initial solution for the iterative optimization algorithm when the degree of the spline is even; otherwise, one has to include an appropriate correction term. The theoretical background of the thesis includes the modelisation of images in a continuous/discrete formalism and takes advantage of the approximation theory of linear shift-invariant operators. We have chosen B-splines as basis functions because of their nice properties. We also propose a new graphical formalism that links B-splines, finite differences, differential operators, and arbitrary scale changes.

EPFL2002

Dual Approach for Two-Stage Robust Nonlinear Optimization

Jianzhe Zhen

Adjustable robust minimization problems where the objective or constraints depend in a convex way on the adjustable variables are generally difficult to solve. In this paper, we reformulate the original adjustable robust nonlinear problem with a polyhedral uncertainty set into an equivalent adjustable robust linear problem, for which all existing approaches for adjustable robust linear problems can be used. The reformulation is obtained by first dualizing over the adjustable variables and then over the uncertain parameters. The polyhedral structure of the uncertainty set then appears in the linear constraints of the dualized problem, and the nonlinear functions of the adjustable variables in the original problem appear in the uncertainty set of the dualized problem. We show how to recover linear decision rules to the original primal problem and how to generate bounds on its optimal objective value.

INFORMS2022

This thesis focuses on the numerical analysis of partial differential equations (PDEs) with an emphasis on first and second-order fully nonlinear PDEs. The main goal is the design of numerical methods to solve a variety of equations such as orthogonal maps, the prescribed Jacobian equation and inequality, the elliptic and parabolic Monge-Ampère equations. For orthogonal map we develop an \emph{operator-splitting/finite element} approach for the numerical solution of the Dirichlet problem. This approach is built on the variational principle, the introduction of an associated flow problem, and a time-stepping splitting algorithm. Moreover, we propose an extension of this method with an \emph{anisotropic mesh adaptation algorithm}. This extension allows us to track singularities of the solution's gradient more accurately. Various numerical experiments demonstrate the accuracy and the robustness of the proposed method for both constant and adaptive mesh. For the prescribed Jacobian equation and the three-dimensional Monge-Ampère equation, we consider a \emph{least-squares/relaxation finite element method} for the numerical solution of the Dirichlet problems. We then introduce a relaxation algorithm that splits the least-square problem, which stems from a reformulation of the original equations, into local nonlinear and variational problems. We develop dedicated solvers for the algebraic problems based on Newton method and we solve the differential problems using mixed low-order finite element method. Overall the least squares approach exhibits appropriate convergence orders in

L^2(\Omega)

and

H^1(\Omega)

error norms for various numerical tests. We also design a \emph{second-order time integration method} for the approximation of a parabolic two-dimensional Monge-Ampère equation. The space discretization of this method is based on low-order finite elements, and the time discretization is achieved by the implicit Crank-Nicolson type scheme. We verify the efficiency of the proposed method on time-dependent and stationary problems. The results of numerical experiments show that the method achieves nearly optimal orders for the

L^2(\Omega)

and

H^1(\Omega)

error norms when smooth solutions are approximated. Finally, we present an adaptive mesh refinement algorithm for the elliptic Monge-Ampere equation based on the residual error estimate. The robustness of the proposed algorithm is verified using various test cases and two different solvers which are inspired by the two previous proposed numerical methods.

EPFL2021

L^2(\Omega)

and

H^1(\Omega)

L^2(\Omega)

and

H^1(\Omega)

EPFL2021

Nondyadic and nonlinear multiresolution image approximations

Maria Arrate Munoz Barrutia

EPFL2002