Nonparametric regression function estimation using interaction least squares splines and complexity regularization.
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Cites work
- A practical guide to splines
- Additive regression and other nonparametric models
- Asymptotic distribution of the errors in scalar and vector quantizers
- Central limit theorems for empirical measures
- Convergence of stochastic processes
- Decision theoretic generalizations of the PAC model for neural net and other learning applications
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- scientific article; zbMATH DE number 893887 (Why is no real title available?)
- Interaction spline models and their convergence rates
- Nonparametric estimation via empirical risk minimization
- On the universal consistency of a least squares spline regression estimator
- Optimal global rates of convergence for nonparametric regression
- Risk bounds for model selection via penalization
- The dimensionality reduction principle for generalized additive models
- The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
- Universally consistent regression function estimation using hierarchical B-splines
Cited in
(11)- Interaction spline models and their convergence rates
- Nonparametric estimation of piecewise smooth regression functions
- Nonlinear orthogonal series estimates for random design regression
- Inequalities for uniform deviations of averages from expectations with applications to nonparametric regression
- Nonasymptotic bounds on the \(L_{2}\) error of neural network regression estimates
- Model selection for regression on a random design
- Adaptive regression estimation with multilayer feedforward neural networks
- scientific article; zbMATH DE number 4092570 (Why is no real title available?)
- Density estimation by the penalized combinatorial method
- Model building using bi-level optimization
- Multivariate orthogonal series estimates for random design regression
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