Quantile regression by dyadic CART
From MaRDI portal
Publication:6200907
DOI10.1214/24-ejs2214arXiv2110.08665OpenAlexW3205476987MaRDI QIDQ6200907
Sabyasachi Chatterjee, Oscar-Hernan Madrid-Padilla
Publication date: 25 March 2024
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.08665
dynamic programmingclassification and regression trees (CART)piecewise constant signalsrecursive dyadic partitions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Degrees of freedom in lasso problems
- Generalized random forests
- Robust nonparametric estimation via wavelet median regression
- Asymptotics for M-type smoothing splines
- Locally adaptive regression splines
- CART and best-ortho-basis: a connection
- Nonparametric estimation of conditional quantiles using quantile regression trees
- Adaptive risk bounds in univariate total variation denoising and trend filtering
- Optimal dyadic decision trees
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Adaptive piecewise polynomial estimation via trend filtering
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- Minimax-optimal classification with dyadic decision trees
- Multiscale Poisson Intensity and Density Estimation
- On Computing Robust Splines and Applications
- Bivariate Quantile Smoothing Splines
- Quantile smoothing splines
- The DFS Fused Lasso: Linear-Time Denoising over General Graphs
- False Discovery Rate Smoothing
- New Risk Bounds for 2D Total Variation Denoising
- Bayesian quantile regression
This page was built for publication: Quantile regression by dyadic CART