Complexity penalized least squares estimators: Analytical results

DOI10.1002/mana.200510627zbMath1152.62062OpenAlexW1990374698MaRDI QIDQ5385222

Angela Kempe, Volkmar Liebscher, Gerhard Winkler, Olaf Wittich

Publication date: 5 May 2008

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.200510627

zbMATH Keywords

complexitynonlinear filtersconsistencyregularizationtime seriesPotts modelsegmentationscale spacepenalized variational problemsPotts estimatoredge preserving smoothing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10) Numerical methods of relaxation type (49M20) Machine vision and scene understanding (68T45)

Related Items

Mumford-Shah and Potts regularization for manifold-valued data, Complexity \(L^0\)-penalized \(M\)-estimation: consistency in more dimensions, Jump-penalized least absolute values estimation of scalar or circle-valued signals, A model of the functional state of participants of laboratory markets, Non-smooth Variational Regularization for Processing Manifold-Valued Data, Smoothing for signals with discontinuities using higher order Mumford-Shah models, Multi-channel Potts-based reconstruction for multi-spectral computed tomography, The $L^1$-Potts Functional for Robust Jump-Sparse Reconstruction, Multiscale Change Point Inference

Uses Software

• ftnonpar

Cites Work

• Consistencies and rates of convergence of jump-penalized least squares estimators
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Differential Topology
• Parsimonious Segmentation of Time Series by Potts Models
• Efficient Moment Computation over Polygonal Domains with an Application to Rapid Wedgelet Approximation
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