Quadratic programming and penalized regression

DOI10.1080/03610926.2012.732177MaRDI QIDQ4929194zbMATH OpenOpenAlexFDO

Authors Andrew D. Smith

Publication date 13 June 2013

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL http://eprints.uwe.ac.uk/27627/1/AuthorFinalVersion27627.pdf

zbMATH Keywords

multiresolutionnonparametric regressionpenalized regressionquadratic programmingtotal variation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear inference, regression (62J99) Quadratic programming (90C20)

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Cites work

• An O(n^ 3L) primal interior point algorithm for convex quadratic programming
• Approximating data with weighted smoothing splines
• Ideal spatial adaptation by wavelet shrinkage
• Image sharpening by flows based on triple well potentials
• Improved predictions penalizing both slope and curvature in additive models
• Local extremes, runs, strings and multiresolution. (With discussion)
• Locally adaptive regression splines
• Nonlinear total variation based noise removal algorithms
• Numerical Optimization
• Regularization and Variable Selection Via the Elastic Net
• Sparsity and Smoothness Via the Fused Lasso

Cited in

(5)

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• Quadratic programming formulations for classificationand regression
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• Quadratic approximation on SCAD penalized estimation
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