Milvia Rossini

Stefano De Marchi, Wolfgang Erb, Francesco Marchetti et al.

Accurate interpolation and approximation techniques for functions with discontinuities are key tools in many applications as, for instance, medical imaging. In this paper, we study an RBF type method for scattered data interpolation that incorporates discontinuities via a variable scaling function. For the construction of the discontinuous basis of kernel functions, information on the edges of the interpolated function is necessary. We characterize the native space spanned by these kernel functions and study error bounds in terms of the fill distance of the node set. To extract the location of the discontinuities, we use a segmentation method based on a classification algorithm from machine learning. The conducted numerical experiments confirm the theoretically derived convergence rates in case that the discontinuities are a priori known. Further, an application to interpolation in magnetic particle imaging shows that the presented method is very promising.

Mariantonia Cotronei, Milvia Rossini, Tomas Sauer et al.

Like the continous shearlet transform and their relatives, discrete transformations based on the interplay between several filterbanks with anisotropic dilations provide a high potential to recover directed features in two and more dimensions. Due to simplicity, most of the directional systems constructed so far were using prediction--correction methods based on interpolatory subdivision schemes. In this paper, we give a simple but effective construction for QMF (quadrature mirror filter) filterbanks which are the discrete object between orthogonal wavelet analysis. We also characterize when the filterbank gives rise to the existence of refinable functions and hence wavelets and give a generalized shearlet construction for arbitrary dimensions and arbitrary scalings for which the filterbank construction ensures the existence of an orthogonal wavelet analysis.

Gianluca Audone, Francesco Marchetti, Emma Perracchione et al.

Classical Gaussian processes and Kriging models are commonly based on stationary kernels, whereby correlations between observations depend exclusively on the relative distance between scattered data. While this assumption ensures analytical tractability, it limits the ability of Gaussian processes to represent heterogeneous correlation structures. In this work, we investigate variably scaled kernels as an effective tool for constructing non-stationary Gaussian processes by explicitly modifying the correlation structure of the data. Through a scaling function, variably scaled kernels alter the correlations between data and enable the modeling of targets exhibiting abrupt changes or discontinuities. We analyse the resulting predictive uncertainty via the variably scaled kernel power function and clarify the relationship between variably scaled kernels-based constructions and classical non-stationary kernels. Numerical experiments demonstrate that variably scaled kernels-based Gaussian processes yield improved reconstruction accuracy and provide uncertainty estimates that reflect the underlying structure of the data