Exponential Family Trend Filtering on Lattices

DOI10.1214/24-EJS2241MaRDI QIDQ6411249zbMATH OpenOpenAlexFDO

Authors Veeranjaneyulu Sadhanala, Robert Bassett, James Sharpnack, Daniel J. McDonald

Publication date 19 September 2022

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1214/24-ejs2241

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Abstract: Trend filtering is a modern approach to nonparametric regression that is more adaptive to local smoothness than splines or similar basis procedures. Existing analyses of trend filtering focus on estimating a function corrupted by homoskedastic Gaussian noise, but our work extends this technique to general exponential family distributions. This extension is motivated by the need to study massive, gridded climate data derived from polar-orbiting satellites. We present algorithms tailored to large problems, theoretical results for general exponential family likelihoods, and principled methods for tuning parameter selection without excess computation.

Cited in

(1)

• Multivariate trend filtering for lattice data

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