A Computational Framework for Multivariate Convex Regression and Its Variants

DOI10.1080/01621459.2017.1407771zbMath1418.62122arXiv1509.08165OpenAlexW2963581419MaRDI QIDQ5229914

Bodhisattva Sen, Rahul Mazumder, Garud Iyengar, Arkopal Choudhury

Publication date: 19 August 2019

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.08165

zbMATH Keywords

augmented Lagrangian methodLipschitz convex regressionnonparametric least squares estimatorscalable quadratic programmingsmooth convex regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Convex programming (90C25)

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Uses Software

• LogConcDEAD
• ElemStatLearn

Cites Work

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