Penalized B-spline estimator for regression functions using total variation penalty

DOI10.1016/J.JSPI.2016.12.003MaRDI QIDQ511676zbMATH OpenOpenAlexFDO

Authors Jae-Hwan Jhong, Ja-Yong Koo, Seong-Whan Lee

Publication date 22 February 2017

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2016.12.003

zbMATH Keywords

Lassoadaptive estimationoracle inequalitiescoordinate descent algorithmpenalized least squaresB-spline estimatorregression functions

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

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Cited in

(10)

• Penalized logspline density estimation using total variation penalty
• Locally penalized single-index model using B-splines and spherical coordinates
• Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
• Unimodal regression using Bernstein–Schoenberg splines and penalties
• Penalized polygram regression
• Penalized I-spline monotone regression estimation
• Spatially adaptive binary classifier using B-splines and total variation penalty
• Extensions of smoothing via taut strings
• Additive regression splines with total variation and non negative garrote penalties
• Adaptive risk bounds in univariate total variation denoising and trend filtering

Describes a project that uses

Uses Software

• glmnet
• SparseM

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