Ce travail de thèse porte sur l'obtention de bornes de généralisation pour des échantillons statistiques à valeur dans des espaces de Hilbert définis par des noyaux reproduisants. L'approche consiste à obtenir des bornes non asymptotiques indépendantes de la dimension dans des espaces de dimension finie, en utilisant des inégalités PAC-Bayesiennes liées à une perturbation Gaussienne du paramètre et à les étendre ensuite aux espaces de Hilbert séparables. On se pose dans un premier temps la question de l'estimation de l'opérateur de Gram à partir d'un échantillon i. i. d. par un estimateur robuste et on propose des bornes uniformes, sous des hypothèses faibles de moments. Ces résultats permettent de caractériser l'analyse en composantes principales indépendamment de la dimension et d'en proposer des variantes robustes. On propose ensuite un nouvel algorithme de clustering spectral. Au lieu de ne garder que la projection sur les premiers vecteurs propres, on calcule une itérée du Laplacian normalisé. Cette itération, justifiée par l'analyse du clustering en termes de chaînes de Markov, opère comme une version régularisée de la projection sur les premiers vecteurs propres et permet d'obtenir un algorithme dans lequel le nombre de clusters est déterminé automatiquement. On présente des bornes non asymptotiques concernant la convergence de cet algorithme, lorsque les points à classer forment un échantillon i. i. d. d'une loi à support compact dans un espace de Hilbert. Ces bornes sont déduites des bornes obtenues pour l'estimation d'un opérateur de Gram dans un espace de Hilbert. On termine par un aperçu de l'intérêt du clustering spectral dans le cadre de l'analyse d'images. / This thesis focuses on obtaining generalization bounds for random samples in reproducing kernel Hilbert spaces. The approach consists in first obtaining non-asymptotic dimension-free bounds in finite-dimensional spaces using some PAC-Bayesian inequalities related to Gaussian perturbations and then in generalizing the results in a separable Hilbert space. We first investigate the question of estimating the Gram operator by a robust estimator from an i. i. d. sample and we present uniform bounds that hold under weak moment assumptions. These results allow us to qualify principal component analysis independently of the dimension of the ambient space and to propose stable versions of it. In the last part of the thesis we present a new algorithm for spectral clustering. It consists in replacing the projection on the eigenvectors associated with the largest eigenvalues of the Laplacian matrix by a power of the normalized Laplacian. This iteration, justified by the analysis of clustering in terms of Markov chains, performs a smooth truncation. We prove nonasymptotic bounds for the convergence of our spectral clustering algorithm applied to a random sample of points in a Hilbert space that are deduced from the bounds for the Gram operator in a Hilbert space. Experiments are done in the context of image analysis.

In this paper we deal with the `strength' of ill-posedness for ill-posed linear operator equations Ax = y in Hilbert spaces, where we distinguish according_to_M. Z. Nashed [15] the ill-posedness of type I if A is not compact, but we have R(A) 6= R(A) for the range R(A) of A; and the ill-posedness of type II for compact operators A: From our considerations it seems to follow that the problems with noncompact operators A are not in general `less' ill-posed than the problems with compact operators. We motivate this statement by comparing the approximation and stability behaviour of discrete least-squares solutions and the growth rate of Galerkin matrices in both cases. Ill-posedness measures for compact operators A as discussed in [10] are derived from the decay rate of the nonincreasing sequence of singular values of A. Since singular values do not exist for noncompact operators A; we introduce stability rates in order to have a common measure for the compact and noncompact cases. Properties of these rates are illustrated by means of convolution equations in the compact case and by means of equations with multiplication operators in the noncompact case. Moreover using increasing rearrangements of the multiplier functions specific measures of ill-posedness called ill-posedness rates are considered for the multiplication operators. In this context, the character of sufficient conditions providing convergence rates of Tikhonov regularization are compared for compact operators and multiplication operators.

Given a full-range simply-invariant shift-invariant subspace <i>M</i> of the vector-valued <i>L²</i> space on the unit circle, the classical Beurling-Lax-Halmos (BLH) theorem obtains a unitary operator-valued function <i>W</i> so that <i>M</i> may be represented as the image of of the Hardy space <i>H²</i> on the disc under multiplication by <i>W</i>. The work of Ball-Helton later extended this result to find a single function representing a so-called dual shift-invariant pair of subspaces <i>(M,M^Ã)</i> which together form a direct-sum decomposition of <i>L²</i>. In the case where the pair <i>(M,M^Ã)</i> are finite-dimensional perturbations of the Hardy space <i>H²</i> and its orthogonal complement, Ball-Gohberg-Rodman obtained a transfer function realization for the representing function <i>W</i>; this realization was parameterized in terms of zero-pole data computed from the pair <i>(M,M^Ã)</i>. Later work by Ball-Raney extended this analysis to the case of nonrational functions <i>W</i> where the zero-pole data is taken in an infinite-dimensional operator theoretic sense. The current work obtains analogues of these various results for arbitrary dual shift-invariant pairs <i>(M,M^Ã)</i> of the <i>L²</i> spaces on the real line; here, shift-invariance refers to invariance under the translation group. These new results rely on recent advances in the understanding of continuous-time infinite-dimensional input-state-output linear systems which have been codified in the book by Staffans. / Ph. D.

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Les progrès continus dans les techniques du stockage et de la collection des données permettent d'observer et d'enregistrer des processus d’une façon presque continue. Des exemples incluent des données climatiques, des valeurs de transactions financières, des modèles des niveaux de pollution, etc. Pour analyser ces processus, nous avons besoin des outils statistiques appropriés. Une technique très connue est l'analyse de données fonctionnelles (ADF).<p><p>L'objectif principal de ce projet de doctorat est d'analyser la dépendance temporelle de l’ADF. Cette dépendance se produit, par exemple, si les données sont constituées à partir d'un processus en temps continu qui a été découpé en segments, les jours par exemple. Nous sommes alors dans le cadre des séries temporelles fonctionnelles.<p><p>La première partie de la thèse concerne la régression linéaire fonctionnelle, une extension de la régression multivariée. Nous avons découvert une méthode, basé sur les données, pour choisir la dimension de l’estimateur. Contrairement aux résultats existants, cette méthode n’exige pas d'assomptions invérifiables. <p><p>Dans la deuxième partie, on analyse les modèles linéaires fonctionnels dynamiques (MLFD), afin d'étendre les modèles linéaires, déjà reconnu, dans un cadre de la dépendance temporelle. Nous obtenons des estimateurs et des tests statistiques par des méthodes d’analyse harmonique. Nous nous inspirons par des idées de Brillinger qui a étudié ces models dans un contexte d’espaces vectoriels. / Doctorat en Sciences / info:eu-repo/semantics/nonPublished

We consider the problem of numerical integration, where one aims to approximate an integral of a given continuous function from the function values at given sampling points, also known as quadrature points. A useful framework for such an approximation process is provided by the theory of reproducing kernel Hilbert spaces and the concept of the worst case quadrature error. However, the computation of optimal quadrature points, which minimize the worst case quadrature error, is in general a challenging task and requires efficient algorithms, in particular for large numbers of points. The focus of this thesis is on the efficient computation of optimal quadrature points on the torus T^d, the sphere S^d, and the rotation group SO(3). For that reason we present a general framework for the minimization of the worst case quadrature error on Riemannian manifolds, in order to construct numerically such quadrature points. Therefore, we consider, for N quadrature points on a manifold M, the worst case quadrature error as a function defined on the product manifold M^N. For the optimization on such high dimensional manifolds we make use of the method of steepest descent, the Newton method, and the conjugate gradient method, where we propose two efficient evaluation approaches for the worst case quadrature error and its derivatives. The first evaluation approach follows ideas from computational physics, where we interpret the quadrature error as a pairwise potential energy. These ideas allow us to reduce for certain instances the complexity of the evaluations from O(M^2) to O(M log(M)). For the second evaluation approach we express the worst case quadrature error in Fourier domain. This enables us to utilize the nonequispaced fast Fourier transforms for the torus T^d, the sphere S^2, and the rotation group SO(3), which reduce the computational complexity of the worst case quadrature error for polynomial spaces with degree N from O(N^k M) to O(N^k log^2(N) + M), where k is the dimension of the corresponding manifold. For the usual choice N^k ~ M we achieve the complexity O(M log^2(M)) instead of O(M^2). In conjunction with the proposed conjugate gradient method on Riemannian manifolds we arrive at a particular efficient optimization approach for the computation of optimal quadrature points on the torus T^d, the sphere S^d, and the rotation group SO(3). Finally, with the proposed optimization methods we are able to provide new lists with quadrature formulas for high polynomial degrees N on the sphere S^2, and the rotation group SO(3). Further applications of the proposed optimization framework are found due to the interesting connections between worst case quadrature errors, discrepancies and potential energies. Especially, discrepancies provide us with an intuitive notion for describing the uniformity of point distributions and are of particular importance for high dimensional integration in quasi-Monte Carlo methods. A generalized form of uniform point distributions arises in applications of image processing and computer graphics, where one is concerned with the problem of distributing points in an optimal way accordingly to a prescribed density function. We will show that such problems can be naturally described by the notion of discrepancy, and thus fit perfectly into the proposed framework. A typical application is halftoning of images, where nonuniform distributions of black dots create the illusion of gray toned images. We will see that the proposed optimization methods compete with state-of-the-art halftoning methods.

<p>Doktorska disertacija je posvećena raznim klasama uop&scaron;tenih stohastičkih procesa i njihovim primenama na re&scaron;avanje singularnih stohastičkih parcijalnih diferencijalnih jednačina. U osnovi, disertacija se može podeliti na dva dela. Prvi deo disertacije (Glava 2) je posvećen strukturnoj karakterizaciji uop&scaron;tenih stohastičkih procesa u vidu haos ekspanzije i integralne reprezentacije. Drugi deo disertacije (Glava 3) čini primena dobijenih rezultata na re&middot;savanje stohastičkog Dirihleovog problema u kojem se množenje modelira Vikovim proizvodom, a koefcijenti eliptičnog diferencijalnog operatora su Kolomboovi uop&scaron;teni stohastički procesi.</p> / <p>Subject of the dissertation are various classes of generalized<br />stochastic processes and their applications to solving singular stochastic<br />partial di&reg;erential equations. Basically, the dissertation can be divided into<br />two parts. The &macr;rst part (Chapter 2) is devoted to structural characteri-<br />zations of generalized random processes in terms of chaos expansions and<br />integral representations. The second part of the dissertation (Chapter 3)<br />involves applications of the obtained results to solving a stochastic Dirichlet<br />problem, where multiplication is modeled by the Wick product, and the<br />coe&plusmn;cients of the elliptic di&reg;erential operator are Colombeau generalized<br />random processes.</p>

We consider the problem of numerical integration, where one aims to approximate an integral of a given continuous function from the function values at given sampling points, also known as quadrature points. A useful framework for such an approximation process is provided by the theory of reproducing kernel Hilbert spaces and the concept of the worst case quadrature error. However, the computation of optimal quadrature points, which minimize the worst case quadrature error, is in general a challenging task and requires efficient algorithms, in particular for large numbers of points. The focus of this thesis is on the efficient computation of optimal quadrature points on the torus T^d, the sphere S^d, and the rotation group SO(3). For that reason we present a general framework for the minimization of the worst case quadrature error on Riemannian manifolds, in order to construct numerically such quadrature points. Therefore, we consider, for N quadrature points on a manifold M, the worst case quadrature error as a function defined on the product manifold M^N. For the optimization on such high dimensional manifolds we make use of the method of steepest descent, the Newton method, and the conjugate gradient method, where we propose two efficient evaluation approaches for the worst case quadrature error and its derivatives. The first evaluation approach follows ideas from computational physics, where we interpret the quadrature error as a pairwise potential energy. These ideas allow us to reduce for certain instances the complexity of the evaluations from O(M^2) to O(M log(M)). For the second evaluation approach we express the worst case quadrature error in Fourier domain. This enables us to utilize the nonequispaced fast Fourier transforms for the torus T^d, the sphere S^2, and the rotation group SO(3), which reduce the computational complexity of the worst case quadrature error for polynomial spaces with degree N from O(N^k M) to O(N^k log^2(N) + M), where k is the dimension of the corresponding manifold. For the usual choice N^k ~ M we achieve the complexity O(M log^2(M)) instead of O(M^2). In conjunction with the proposed conjugate gradient method on Riemannian manifolds we arrive at a particular efficient optimization approach for the computation of optimal quadrature points on the torus T^d, the sphere S^d, and the rotation group SO(3). Finally, with the proposed optimization methods we are able to provide new lists with quadrature formulas for high polynomial degrees N on the sphere S^2, and the rotation group SO(3). Further applications of the proposed optimization framework are found due to the interesting connections between worst case quadrature errors, discrepancies and potential energies. Especially, discrepancies provide us with an intuitive notion for describing the uniformity of point distributions and are of particular importance for high dimensional integration in quasi-Monte Carlo methods. A generalized form of uniform point distributions arises in applications of image processing and computer graphics, where one is concerned with the problem of distributing points in an optimal way accordingly to a prescribed density function. We will show that such problems can be naturally described by the notion of discrepancy, and thus fit perfectly into the proposed framework. A typical application is halftoning of images, where nonuniform distributions of black dots create the illusion of gray toned images. We will see that the proposed optimization methods compete with state-of-the-art halftoning methods.