Laplacian Pyramids Multi-scale Regression with Applications

Wed Sep 20, 2023 3:00 p.m.—4:00 p.m.
Exterior of Sheffield-Sterling-Strathcona Hall featuring a stone carving of Yale's coat of arms and motto

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Seminar: 
Applied Mathematics

Event time: 
Wednesday, September 20, 2023 - 3:00pm

Location: 
LOM 206

Speaker: 
Neta Rabin

Speaker affiliation: 
Tel-Aviv University

Event description: 
Regression methods provide a simple mechanism for evaluating empirical functions over scattered data points, allowing to forecast future values. In particular, kernel-based regressions, such as the Nadaraya-Watson estimator are suitable for cases in which the relationship between the data points and the function is not linear. Successive applications of the Nadarya-Watson estimator, also known as Laplacian Pyramids model or iterative bias reduction, yield a multiscale model that generates a smoothed version of a function by using Gaussian kernels to smooth the residuals. 

In this talk, I will review some recent extensions of this regression for spatio-temporal forecasting and bio-medical applications.