Locally adaptive regression splines
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- A practical guide to splines
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- Estimating a regression function
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- Multivariate adaptive regression splines
- Nonparametric regression under qualitative smoothness assumptions
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Cited in
(only showing first 100 items - show all)- Penalized I-spline monotone regression estimation
- Properties of higher order nonlinear diffusion filtering
- From kernel methods to neural networks: a unifying variational formulation
- Changepoint detection by the quantile Lasso method
- Mining events with declassified diplomatic documents
- Convergence rates for oversmoothing Banach space regularization
- A note on the dual treatment of higher-order regularization functionals
- Penalized B-spline estimator for regression functions using total variation penalty
- Sparse additive support vector machines in bounded variation space
- Hierarchical Total Variations and Doubly Penalized ANOVA Modeling for Multivariate Nonparametric Regression
- Regularization techniques in joinpoint regression
- Exact algorithms for \(L^1\)-TV regularization of real-valued or circle-valued signals
- Consistencies and rates of convergence of jump-penalized least squares estimators
- Geometrically designed, variable knot regression splines
- Penalized likelihood regression for generalized linear models with non-quadratic penalties
- Global Rate Optimality of Integral Curve Estimators in High Order Tensor Models
- Invariant \(K\)-minimal sets in the discrete and continuous settings
- Local extremes, runs, strings and multiresolution. (With discussion)
- A novel compressed sensing scheme for photoacoustic tomography
- Backfitting algorithms for total-variation and empirical-norm penalized additive modelling with high-dimensional data
- Convergence rate for nonparametric quantile regression with a total variation penalty
- Densities, spectral densities and modality.
- On the total variation regularized estimator over a class of tree graphs
- Optimal rates of statistical seriation
- Statistical multiresolution Dantzig estimation in imaging: fundamental concepts and algorithmic framework
- Trend filtering by adaptive piecewise polynomials
- Trend filtering for functional data
- A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond
- Estimating networks with jumps
- Least energy approximation for processes with stationary increments
- Persistence barcodes versus Kolmogorov signatures: detecting modes of one-dimensional signals
- Approximate \(\ell_0\)-penalized estimation of piecewise-constant signals on graphs
- Frame-constrained total variation regularization for white noise regression
- Sparsest piecewise-linear regression of one-dimensional data
- Locally adaptive sparse additive quantile regression model with TV penalty
- Multikernel regression with sparsity constraint
- The DFS fused Lasso: linear-time denoising over general graphs
- Penalized logspline density estimation using total variation penalty
- M-estimation using penalties or sieves
- Total variation on a tree
- Block-wise primal-dual algorithms for large-scale doubly penalized ANOVA modeling
- Local convergence rates of the nonparametric least squares estimator with applications to transfer learning
- Total variation regularized Fréchet regression for metric-space valued data
- Local asymptotics for polynomial spline regression
- Tensor denoising with trend filtering
- What Kinds of Functions Do Deep Neural Networks Learn? Insights from Variational Spline Theory
- Adaptive estimation of multivariate piecewise polynomials and bounded variation functions by optimal decision trees
- On the taut string interpretation and other properties of the Rudin-Osher-Fatemi model in one dimension
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- Combining different procedures for adaptive regression
- Divided Differences, Falling Factorials, and Discrete Splines: Another Look at Trend Filtering and Related Problems
- Fused-MCP With Application to Signal Processing
- Energy of taut strings accompanying random walk
- Locally adaptive hazard smoothing
- Multiscale change point inference. With discussion and authors' reply
- P-splines with an \(\ell_1\) penalty for repeated measures
- Splines are universal solutions of linear inverse problems with generalized TV regularization
- A general theory of singular values with applications to signal denoising
- Adaptive risk bounds in univariate total variation denoising and trend filtering
- A representer theorem for deep neural networks
- Spatially adaptive binary classifier using B-splines and total variation penalty
- Variational multiscale nonparametric regression: smooth functions
- Local roughness penalties for regression splines
- Adaptive piecewise polynomial estimation via trend filtering
- Estimation of semiparametric regression model with right-censored high-dimensional data
- Multiscale change-point segmentation: beyond step functions
- Smooth over-parameterized solvers for non-smooth structured optimization
- Invariant \(\varphi \)-minimal sets and total variation denoising on graphs
- Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation
- Berry-Esseen type bounds of the estimators in a semiparametric model under linear process errors with \(\alpha\)-mixing dependent innovations
- Locally adaptive image denoising by a statistical multiresolution criterion
- Non-parametric regression and density estimation under control of modality
- Piecewise linear regularized solution paths
- Extensions of smoothing via taut strings
- A two stage \(k\)-monotone B-spline regression estimator: uniform Lipschitz property and optimal convergence rate
- Saturating splines and feature selection
- scientific article; zbMATH DE number 7339841 (Why is no real title available?)
- Berry-Esseen type bounds in heteroscedastic semi-parametric model
- Quantile splines with several covariates
- Additive models with trend filtering
- Degrees of freedom for off-the-grid sparse estimation
- Estimating piecewise monotone signals
- Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection
- scientific article; zbMATH DE number 7370569 (Why is no real title available?)
- MARS via lasso
- Attributing a probability to the shape of a probability density
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- Splines in higher order TV regularization
- Tuning parameter selection in fused lasso signal approximator with false discovery rate control
- Graphon estimation via nearest‐neighbour algorithm and two‐dimensional fused‐lasso denoising
- A unified approach for a 1D generalized total variation problem
- Energy of taut strings accompanying Wiener process
- Adaptive refinement with locally linearly independent LR B-splines: theory and applications
- Component selection in the additive regression model
- Combined \(\ell_{2}\) data and gradient fitting in conjunction with \(\ell_{1}\) regularization
- Gradient-based Regularization Parameter Selection for Problems With Nonsmooth Penalty Functions
- Prediction-based regularization using data augmented regression
- Bivariate density estimation using BV regularisation
- Doubly penalized estimation in additive regression with high-dimensional data
- The equivalence of the taut string algorithm and BV-regularization
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