A flexible sequential Monte Carlo algorithm for parametric constrained regression
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Publication:2419144
DOI10.1016/j.csda.2019.03.011OpenAlexW2894904409MaRDI QIDQ2419144
Kenyon Ng, Kevin Murray, Turlach, Berwin A.
Publication date: 29 May 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.01072
simulated annealingrational functionsB-splinessequential Monte Carloshape constraintsconstrained optimisation
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Nonlinear programming (90C30) Approximation methods and heuristics in mathematical programming (90C59)
Uses Software
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