Additive models with trend filtering

DOI10.1214/19-AOS1833zbMath1436.62450arXiv1702.05037OpenAlexW2982606156MaRDI QIDQ2284363

Veeranjaneyulu Sadhanala, Ryan J. Tibshirani

Publication date: 15 January 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.05037

zbMATH Keywords

error boundsadditive regression modelstrend filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (19)

Adaptive and reversed penalty for analysis of high-dimensional correlated data ⋮ Improved Estimation of High-dimensional Additive Models Using Subspace Learning ⋮ Hierarchical Total Variations and Doubly Penalized ANOVA Modeling for Multivariate Nonparametric Regression ⋮ Unnamed Item ⋮ Sharp lower bound for regression with measurement errors and its implication for ill-posedness of functional regression ⋮ Divided Differences, Falling Factorials, and Discrete Splines: Another Look at Trend Filtering and Related Problems ⋮ Robust partially linear trend filtering for regression estimation and structure discovery ⋮ Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions ⋮ The generalized Lasso problem and uniqueness ⋮ Variable selection in additive models via hierarchical sparse penalty ⋮ Additive models with trend filtering ⋮ Reluctant generalized additive modeling ⋮ Flexible and Interpretable Models for Survival Data ⋮ A shape-based cutting and clustering algorithm for multiple change-point detection ⋮ Prediction bounds for higher order total variation regularized least squares ⋮ Logistic regression with total variation regularization ⋮ Interpretable machine learning: fundamental principles and 10 grand challenges ⋮ Doubly penalized estimation in additive regression with high-dimensional data ⋮ Tensor denoising with trend filtering

Uses Software

• SemiPar
• gamair

Cites Work

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