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)

Recommendations

• Penalized I-spline monotone regression estimation
• Penalized logspline density estimation using total variation penalty
• Locally adaptive regression splines
• Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
• Theory for penalised spline regression

Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 3912096 (Why is no real title available?)
• scientific article; zbMATH DE number 3980241 (Why is no real title available?)
• scientific article; zbMATH DE number 700016 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3320765 (Why is no real title available?)
• A practical guide to splines.
• Adaptive piecewise polynomial estimation via trend filtering
• Ideal spatial adaptation by wavelet shrinkage
• Introduction to nonparametric estimation
• Locally adaptive regression splines
• Multiple Change-Point Estimation With a Total Variation Penalty
• Multivariate adaptive regression splines
• Nearly unbiased variable selection under minimax concave penalty
• Nonlinear total variation based noise removal algorithms
• Nonparametric curve estimation. Methods, theory, and applications
• On Non-Parametric Estimates of Density Functions and Regression Curves
• On the prediction performance of the Lasso
• Piecewise linear regularized solution paths
• Polynomial splines and their tensor products in extended linear modeling. (With discussions)
• Regularization and Variable Selection Via the Elastic Net
• SPADES and mixture models
• Smoothing techniques. With implementation in S
• Sparsity and Smoothness Via the Fused Lasso
• The Adaptive Lasso and Its Oracle Properties
• The dimensionality reduction principle for generalized additive models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(13)

• Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
• Penalized logspline density estimation using total variation penalty
• Penalized polygram regression
• The regularization paths of total variation-penalized regression splines
• Adaptive risk bounds in univariate total variation denoising and trend filtering
• Spatially adaptive binary classifier using B-splines and total variation penalty
• Extensions of smoothing via taut strings
• Individualized dynamic latent factor model for multi-resolutional data with application to mobile health
• Trajectory clustering with adjustment for time-varying covariate effects
• Additive regression splines with total variation and non negative garrote penalties
• Unimodal regression using Bernstein–Schoenberg splines and penalties
• Penalized I-spline monotone regression estimation
• Locally penalized single-index model using B-splines and spherical coordinates

Describes a project that uses

Uses Software

• SparseM
• glmnet

This page was built for publication: Penalized B-spline estimator for regression functions using total variation penalty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q511676)