Additive models with trend filtering

DOI10.1214/19-AOS1833zbMath1436.62450arXiv1702.05037OpenAlexW2982606156MaRDI QIDQ2284363

Veeranjaneyulu Sadhanala, Ryan J. Tibshirani

Publication date: 15 January 2020

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

Full work available at URL: https://arxiv.org/abs/1702.05037

zbMATH Keywords

error boundsadditive regression modelstrend filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (18)

Adaptive and reversed penalty for analysis of high-dimensional correlated data ⋮ Improved Estimation of High-dimensional Additive Models Using Subspace Learning ⋮ Hierarchical Total Variations and Doubly Penalized ANOVA Modeling for Multivariate Nonparametric Regression ⋮ Unnamed Item ⋮ Sharp lower bound for regression with measurement errors and its implication for ill-posedness of functional regression ⋮ Divided Differences, Falling Factorials, and Discrete Splines: Another Look at Trend Filtering and Related Problems ⋮ Robust partially linear trend filtering for regression estimation and structure discovery ⋮ Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions ⋮ The generalized Lasso problem and uniqueness ⋮ Additive models with trend filtering ⋮ Reluctant generalized additive modeling ⋮ Flexible and Interpretable Models for Survival Data ⋮ A shape-based cutting and clustering algorithm for multiple change-point detection ⋮ Prediction bounds for higher order total variation regularized least squares ⋮ Logistic regression with total variation regularization ⋮ Interpretable machine learning: fundamental principles and 10 grand challenges ⋮ Doubly penalized estimation in additive regression with high-dimensional data ⋮ Tensor denoising with trend filtering

Uses Software

• SemiPar
• gamair

Cites Work

• Unnamed Item
• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• Nonlinear total variation based noise removal algorithms
• Degrees of freedom in lasso problems
• Linear smoothers and additive models
• The solution path of the generalized lasso
• Component selection and smoothing in multivariate nonparametric regression
• Splines in higher order TV regularization
• High-dimensional additive modeling
• Additive regression and other nonparametric models
• A practical guide to splines
• Locally adaptive regression splines
• Wavelet threshold estimation for additive regression models
• Minimax estimation via wavelet shrinkage
• Additive models with trend filtering
• Adaptive piecewise polynomial estimation via trend filtering
• On the uniform convergence of empirical norms and inner products, with application to causal inference
• Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
• Degrees of freedom and model search
• Minimizing GCV/GML Scores with Multiple Smoothing Parameters via the Newton Method
• $\ell_1$ Trend Filtering
• Non-linear canonical correlation†
• Estimating Optimal Transformations for Multiple Regression and Correlation
• How Biased is the Apparent Error Rate of a Prediction Rule?
• Sparse Additive Models
• Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
• Smoothing Spline Gaussian Regression: More Scalable Computation via Efficient Approximation
• Sparsity and Smoothness Via the Fused Lasso
• Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models
• Convergence of a block coordinate descent method for nondifferentiable minimization

This page was built for publication: Additive models with trend filtering