An algorithm for the estimation of a regression function by continuous piecewise linear functions

DOI10.1007/S10589-008-9174-9MaRDI QIDQ2268929zbMATH OpenOpenAlexFDO

Authors Conny Clausen, Michael Kohler, A. M. Bagirov

Publication date 15 March 2010

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/42339

zbMATH Keywords

nonparametric regressionnonsmooth optimizationsemismooth functionssubdifferential

Mathematics Subject Classification ID

General nonlinear regression (62J02) Nonlinear programming (90C30)

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Cites work

• A derivative-free method for linearly constrained nonsmooth optimization
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• Continuous selections of linear functions and nonsmooth critical point theory
• Discrete gradient method: Derivative-free method for nonsmooth optimization
• Finding the nearest point in A polytope
• Generalized Gradients and Applications
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• scientific article; zbMATH DE number 872150 (Why is no real title available?)
• scientific article; zbMATH DE number 1421092 (Why is no real title available?)
• Multivariate adaptive regression splines
• Optimization and nonsmooth analysis
• Piecewise affine functions and polyhedral sets^∗
• Piecewise partially separable functions and a derivative-free algorithm for large scale nonsmooth optimization
• Semismooth and Semiconvex Functions in Constrained Optimization
• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(12)

• A minimal cardinality solution to fitting sawtooth piecewise-linear functions
• DCA-based algorithms for DC fitting
• An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series
• A difference of convex optimization algorithm for piecewise linear regression
• Aggregate codifferential method for nonsmooth DC optimization
• Riesz estimators
• The use of piecewise linear regression in forecasting problems
• Stochastic relaxation for building some classes of piecewise linear regression functions
• Composite difference-MAX programs for modern statistical estimation problems
• scientific article; zbMATH DE number 1928654 (Why is no real title available?)
• Robust piecewise linear L₁-regression via nonsmooth DC optimization
• An algorithm for computing estimators that optimize step functions

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Uses Software

• DGM

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