Convergence Analysis of Generalized Iteratively Reweighted Least Squares Algorithms on Convex Function Spaces

DOI10.1137/050639132zbMath1175.62036OpenAlexW2131954031MaRDI QIDQ3648532

Axel Munk, Nicolai Bissantz, Bernd O. Stratmann, Lutz Dümbgen

Publication date: 27 November 2009

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2003/25991

zbMATH Keywords

regression analysisquantile regressionnonparametric regressionquadratic approximationshape constraintsmonotone regressionconvex approximationpool adjacent violators algorithmFermat's problemreweighted least squares\(L^1\) regressiontotal variation semi-norm

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

Related Items (7)

Iteratively reweighted least squares and slime mold dynamics: connection and convergence ⋮ On optimal solutions of the constrained ℓ ₀ regularization and its penalty problem ⋮ Feature Matching with Bounded Distortion ⋮ Numerical identification of a sparse Robin coefficient ⋮ Families of non-linear subdivision schemes for scattered data fitting and their non-tensor product extensions ⋮ Likelihood adaptively modified penalties ⋮ Robustness by reweighting for kernel estimators: an overview

Uses Software

• ftnonpar

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