Additive models with trend filtering

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Additive Models with Trend Filtering

We consider additive models built with trend filtering, i.e., additive models whose components are each regularized by the (discrete) total variation of their (k+1)st (discrete) derivative, for a chosen integer k ≥ 0. This results in kth degree piecewise polynomial components, (e.g., k = 0 gives piecewise constant components, k = 1 gives piecewise linear, k = 2 gives piecewise quadratic, etc.)....

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Trend Filtering on Graphs

Yu-Xiang Wang1,2 [email protected] James Sharpnack3 [email protected] Alexander J. Smola1,4 [email protected] Ryan J. Tibshirani1,2 [email protected] 1 Machine Learning Department, Carnegie Mellon University, Pittsburgh, PA 15213 2 Department of Statistics, Carnegie Mellon University, Pittsburgh, PA 15213 3 Mathematics Department, University of California at San Diego, La Jolla, CA 10280 ...

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ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 2019

ISSN: 0090-5364

DOI: 10.1214/19-aos1833