Adaptive risk bounds in univariate total variation denoising and trend filtering

DOI10.1214/18-AOS1799zbMath1439.62100arXiv1702.05113MaRDI QIDQ2176616

Sabyasachi Chatterjee, Donovan Lieu, Bodhisattva Sen, Adityanand Guntuboyina

Publication date: 5 May 2020

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

Full work available at URL: https://arxiv.org/abs/1702.05113

zbMATH Keywords

subdifferentialtangent conenonparametric function estimationrisk boundsdiscrete splinesadaptive splinesfat shatteringhigher-order total variation regularizationmetric entropy bounds

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Numerical computation using splines (65D07) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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