Locally adaptive regression splines
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Cites work
- A practical guide to splines
- Asymptotic distributions of slope-of-greatest-convex-minorant estimators
- Estimating a density under order restrictions: Nonasymptotic minimax risk
- Estimating a regression function
- Flexible Parsimonious Smoothing and Additive Modeling
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- Ideal spatial adaptation by wavelet shrinkage
- Local Adaptivity of Kernel Estimates with Plug-in Local Bandwidth Selectors
- Local asymptotics for quantile smoothing splines
- Multivariate adaptive regression splines
- Nonparametric regression under qualitative smoothness assumptions
- Optimal global rates of convergence for nonparametric regression
- Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
- Quantile smoothing splines
- Rate of convergence of nonparametric estimates of maximum-likelihood type
- Robust priors for smoothing and image restoration
- Spline approximation by quasiinterpolants
- The asymptotic behavior of monotone regression estimates
- The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
- The ∏ Method for Estimating Multivariate Functions from Noisy Data
Cited in
(only showing first 100 items - show all)- Consistencies and rates of convergence of jump-penalized least squares estimators
- Combined \(\ell_{2}\) data and gradient fitting in conjunction with \(\ell_{1}\) regularization
- Bivariate density estimation using BV regularisation
- Locally adaptive hazard smoothing
- Quantile splines with several covariates
- Local asymptotics for quantile smoothing splines
- Local asymptotics for polynomial spline regression
- Geometrically designed, variable knot regression splines
- Exact spike train inference via \(\ell_{0}\) optimization
- Combining different procedures for adaptive regression
- P-splines with an \(\ell_1\) penalty for repeated measures
- Variational multiscale nonparametric regression: smooth functions
- Adaptive penalized splines for data smoothing
- On the total variation regularized estimator over a class of tree graphs
- Optimal rates of statistical seriation
- A two stage \(k\)-monotone B-spline regression estimator: uniform Lipschitz property and optimal convergence rate
- Attributing a probability to the shape of a probability density
- Local extremes, runs, strings and multiresolution. (With discussion)
- Local roughness penalties for regression splines
- M-estimation using penalties or sieves
- Densities, spectral densities and modality.
- Statistical multiresolution Dantzig estimation in imaging: fundamental concepts and algorithmic framework
- Estimating networks with jumps
- Extensions of smoothing via taut strings
- Approximate \(\ell_0\)-penalized estimation of piecewise-constant signals on graphs
- Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation
- Adaptive estimation of multivariate piecewise polynomials and bounded variation functions by optimal decision trees
- Prediction bounds for higher order total variation regularized least squares
- Total variation regularized Fréchet regression for metric-space valued data
- Sparsest piecewise-linear regression of one-dimensional data
- Mining events with declassified diplomatic documents
- Convergence rates for oversmoothing Banach space regularization
- Trend filtering by adaptive piecewise polynomials
- Tensor denoising with trend filtering
- Degrees of freedom for off-the-grid sparse estimation
- A unified approach for a 1D generalized total variation problem
- Adaptive risk bounds in univariate total variation denoising and trend filtering
- Estimating piecewise monotone signals
- Adaptive refinement with locally linearly independent LR B-splines: theory and applications
- Berry-Esseen type bounds in heteroscedastic semi-parametric model
- Additive models with trend filtering
- A shape-based cutting and clustering algorithm for multiple change-point detection
- Changepoint detection by the quantile Lasso method
- Taut-string algorithm and regularization programs with \(G\)-norm data fit
- Multiscale change-point segmentation: beyond step functions
- Doubly penalized estimation in additive regression with high-dimensional data
- On the taut string interpretation and other properties of the Rudin-Osher-Fatemi model in one dimension
- Invariant \(K\)-minimal sets in the discrete and continuous settings
- Regularization techniques in joinpoint regression
- The equivalence of the taut string algorithm and BV-regularization
- Adaptive piecewise polynomial estimation via trend filtering
- Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection
- Energy of taut strings accompanying Wiener process
- Penalized likelihood regression for generalized linear models with non-quadratic penalties
- Piecewise linear regularized solution paths
- Exact algorithms for L^1-TV regularization of real-valued or circle-valued signals
- Component selection in the additive regression model
- Geometric properties of solutions to the total variation denoising problem
- Density estimation by total variation penalized likelihood driven by the sparsity l₁ information criterion
- Locally optimal adaptive smoothing splines
- Total variation on a tree
- Non-parametric regression and density estimation under control of modality
- On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression
- Gradient-based Regularization Parameter Selection for Problems With Nonsmooth Penalty Functions
- Fused-MCP With Application to Signal Processing
- Efficient Threshold Selection for Multivariate Total Variation Denoising
- A novel compressed sensing scheme for photoacoustic tomography
- An algorithmic framework for Mumford-Shah regularization of inverse problems in imaging
- Generalizations of the Taut String Method
- Locally adaptive image denoising by a statistical multiresolution criterion
- Adaptive estimation with soft thresholding penalties
- The DFS fused Lasso: linear-time denoising over general graphs
- Saturating splines and feature selection
- A general theory of singular values with applications to signal denoising
- Splines are universal solutions of linear inverse problems with generalized TV regularization
- Penalized Triograms: Total Variation Regularization for Bivariate Smoothing
- Quadratic programming and penalized regression
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- Banach space representer theorems for neural networks and ridge splines
- Sparse and smooth signal estimation: convexification of \(\ell_0\)-formulations
- scientific article; zbMATH DE number 7370628 (Why is no real title available?)
- Multikernel regression with sparsity constraint
- Energy of taut strings accompanying random walk
- Hierarchical Total Variations and Doubly Penalized ANOVA Modeling for Multivariate Nonparametric Regression
- What Kinds of Functions Do Deep Neural Networks Learn? Insights from Variational Spline Theory
- Penalized I-spline monotone regression estimation
- Divided Differences, Falling Factorials, and Discrete Splines: Another Look at Trend Filtering and Related Problems
- Estimation of semiparametric regression model with right-censored high-dimensional data
- Invariant -minimal sets and total variation denoising on graphs
- Mumford-Shah functionals on graphs and their asymptotics
- Penalized B-spline estimator for regression functions using total variation penalty
- Adaptive rates for total variation image denoising
- A representer theorem for deep neural networks
- Least energy approximation for processes with stationary increments
- Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with \(\alpha\)-mixing dependent innovations
- Spatially adaptive binary classifier using B-splines and total variation penalty
- Persistence barcodes versus Kolmogorov signatures: detecting modes of one-dimensional signals
- Multiscale change point inference. With discussion and authors' reply
- Graphon estimation via nearest‐neighbour algorithm and two‐dimensional fused‐lasso denoising
- Globally optimal univariate spline approximations
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