Multivariate convex regression with adaptive partitioning

MaRDI QIDQ2933946zbMATH OpenFDO

Authors Lauren Hannah, David Dunson

Publication date 8 December 2014

Full work available at URL https://arxiv.org/abs/1105.1924, http://jmlr.csail.mit.edu/papers/v14/hannah13a.html

zbMATH Keywords

adaptive partitioningconvex regressionnonparametric regressionshape constrainttreed linear model

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(38)

• A convex version of multivariate adaptive regression splines
• Smooth approximations to monotone concave functions in production analysis: an alternative to nonparametric concave least squares
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• A penalized method for multivariate concave least squares with application to productivity analysis
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• Analysis of a two-layer neural network via displacement convexity
• Estimating stochastic production frontiers: a one-stage multivariate semiparametric Bayesian concave regression method
• A dynamic programming framework for optimal delivery time slot pricing
• Fitting tractable convex sets to support function evaluations
• Shape modeling with spline partitions
• Stratified incomplete local simplex tests for curvature of nonparametric multiple regression
• Random concave functions
• An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems
• The limiting behavior of isotonic and convex regression estimators when the model is misspecified
• On the complexity of detecting convexity over a box
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• Data fitting with geometric-programming-compatible softmax functions
• scientific article; zbMATH DE number 6617259 (Why is no real title available?)
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• Adaptively refined dynamic program for linear spline regression
• Sparse Convex Regression
• A User-Friendly Computational Framework for Robust Structured Regression with the L₂ Criterion
• A Computational Framework for Multivariate Convex Regression and Its Variants
• DSOS and SDSOS optimization: more tractable alternatives to sum of squares and semidefinite optimization
• Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization
• Spectrahedral Regression
• Learning Polytopes with Fixed Facet Directions
• Subgradient regularized multivariate convex regression at scale
• Max-affine regression via first-order methods
• Estimating Monotone Concave Stochastic Production Frontiers
• A joint estimation approach for monotonic regression functions in general dimensions
• Boundary problem and overfitting reduction in convex regression
• A constructive approach to strengthen algebraic descriptions of function and operator classes
• Panel data segmentation under finite time horizon

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