ADAPTIVE PIECEWISE POLYNOMIAL ESTIMATION VIA TREND FILTERING
ADAPTIVE PIECEWISE POLYNOMIAL ESTIMATION VIA TREND FILTERING
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Hayward: Institute of Mathematical Statistics
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English
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Hayward: Institute of Mathematical Statistics
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We study trend filtering, a recently proposed tool of Kim et al. [SIAM Rev. 51 (2009) 339-360] for nonparametric regression. The trend filtering estimate is defined as the minimizer of a penalized least squares criterion, in which the penalty term sums the absolute kth order discrete derivatives over the input points. Perhaps not surprisingly, tren...
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ADAPTIVE PIECEWISE POLYNOMIAL ESTIMATION VIA TREND FILTERING
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TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1395234979
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1395234979
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ISSN
0090-5364
E-ISSN
2168-8966
DOI
10.1214/13-AOS1189
