Penalized logspline density estimation using total variation penalty

DOI10.1016/J.CSDA.2020.107060MaRDI QIDQ830579zbMATH OpenOpenAlexFDO

Authors Kwan-Young Bak, Jae-Hwan Jhong, JungJun Lee, Jae-Kyung Shin, Ja-Yong Koo

Publication date 7 May 2021

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2020.107060

zbMATH Keywords

Kullback-Leibler divergenceoracle inequalityoptimal convergence ratecoordinate descent algorithmB-spline

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• scientific article; zbMATH DE number 5190601 (Why is no real title available?)
• scientific article; zbMATH DE number 4003263 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A study of logspline density estimation
• Adaptive Dantzig density estimation
• Approximation of density functions by sequences of exponential families
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• Copula density estimation by total variation penalized likelihood with linear equality constraints
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• Density estimation by total variation penalized likelihood driven by the sparsity \(l_1\) information criterion
• Exact mean integrated squared error
• High-dimensional generalized linear models and the lasso
• Large-sample inference for log-spline models
• Locally adaptive regression splines
• Log density deconvolution by wavelet thresholding
• Log-density estimation in linear inverse problems
• Logspline Density Estimation under Censoring and Truncation
• Logspline density estimation for binned data
• Penalized B-spline estimator for regression functions using total variation penalty
• Polynomial splines and their tensor products in extended linear modeling. (With discussions)
• SPADES and mixture models
• Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
• Sparsity oracle inequalities for the Lasso
• Statistical Analysis of Financial Data in S-Plus
• The solution path of the generalized lasso
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Wavelet density estimation by approximation of log-densities

Cited in

(7)

• Shape constrained density estimation via penalized Rényi divergence
• Bivariate B-splines for tensor logspline density estimation
• The proximity operator of the log-sum penalty
• Adaptive log-density estimation
• Density estimation by total variation penalized likelihood driven by the sparsity \(l_1\) information criterion
• Penalized B-spline estimator for regression functions using total variation penalty
• Penalized log-density estimation using Legendre polynomials

Describes a project that uses

Uses Software

• ash
• glmnet
• MASS (R)
• R

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