Faithful variable screening for high-dimensional convex regression

DOI10.1214/15-AOS1425zbMath1360.62197arXiv1411.1805OpenAlexW2964283469MaRDI QIDQ510689

Minhua Chen, Min Xu, John D. Lafferty

Publication date: 13 February 2017

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.1805

zbMATH Keywords

quadratic programmingnonparametric regressionvariable selectionadditive modelconvex regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Convex functions and convex programs in convex geometry (52A41)

Related Items (8)

Adaptation in multivariate log-concave density estimation ⋮ Bracketing numbers of convex and \(m\)-monotone functions on polytopes ⋮ On the complexity of detecting convexity over a box ⋮ Non-crossing convex quantile regression ⋮ Editorial: Special issue on ``Nonparametric inference under shape constraints ⋮ On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression ⋮ Sparse Convex Regression ⋮ Variable selection in convex quantile regression: \(\mathcal{L}_1\)-norm or \(\mathcal{L}_0\)-norm regularization?

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