Beyond curse of dimensionality with transition matrix

 

We now use all the points on each grid and update:

 

k1=k[indM[.,sind[t+1]]];

and

ks[t+1]=SmoothingFunction(k1,k,ks[t]);

 

given k and k1 respectively starting from ks[startn]. We here set

 

0:linear interpolation

1:polynomial

2:LOESS

3:LOWESS

4:Kernel regression

5:Smoothing natural spline

6:NURBS x 1

7:Bezier Curve x 10