Methods
The statistical ideas our lab keeps returning to, drawn the way we sketch them on the whiteboard. Each links to the papers where we develop it.
The statistical ideas our lab keeps returning to, drawn the way we sketch them on the whiteboard. Each links to the papers where we develop it.
Piecewise polynomials joined smoothly at knots. A B-spline basis turns curve estimation into estimating a handful of coefficients, which keeps models interpretable and fast to fit.
Penalizing the total variation of a derivative lets the data decide where the curve bends. Unneeded knots drop out, so the fit stays simple wherever the signal is simple.
Abrupt shifts in a signal are found as knots with jumps. Adaptive and weighted penalties sharpen where the breaks are placed and cut down false alarms.
Non-smooth penalties meet smooth losses. We solve these problems with coordinate descent and ADMM, and study when and how fast the algorithms converge.
For data on irregular two-dimensional domains, splines are built over a triangulation. A fusion penalty merges neighbouring triangles into a few polygons.
Papers [15]
Trajectories on the sphere, such as polar wander paths and cyclone tracks, are smoothed intrinsically with piecewise geodesic curves, without tangent-plane distortion.
Logspline, wavelet and Legendre polynomial bases estimate densities directly, with penalties that choose the right resolution from the data.
Signals observed on networks and regions are smoothed along the edges of a graph. Edges between different regimes are cut, revealing spatial boundaries.
Papers [30]