doi:10.1137/130925426
Azzimonti, Laura
Nobile, Fabio
Sangalli, Laura M.
Secchi, Piercesare
Mixed Finite Elements for spatial regression with PDE penalization
http://infoscience.epfl.ch/record/197061/files/2014_Azzimonti_Nobile_Sangalli_Secchi_JUQ_Mixed.pdf
We study a class of models at the interface between statistics and numerical analysis. Specifically, we consider nonparametric regression models for the estimation of spatial fields from pointwise and noisy observations, which account for problem-specific prior information, described in terms of a partial differential equation governing the phenomenon under study. The prior information is incorporated in the model via a roughness term using a penalized regression framework. We prove the well-posedness of the estimation problem, and we resort to a mixed equal order finite element method for its discretization. Moreover, we prove the well-posedness and the optimal convergence rate of the proposed discretization method. Finally the smoothing technique is extended to the case of areal data, particularly interesting in many applications.
2014-02-22T11:56:53Z
http://infoscience.epfl.ch/record/197061
http://infoscience.epfl.ch/record/197061
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