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Adaptive nonparametric regression with the K-nearest neighbour fused lasso

The fused lasso, also known as total-variation denoising, is a locally adaptive function estimator over a regular grid of design points. In this article, we extend the fused lasso to settings in which the points do not occur on a regular grid, leading to a method for nonparametric regression. This a...

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Publicat a:Biometrika
Autors principals: Madrid Padilla, Oscar Hernan, Sharpnack, James, Chen, Yanzhen, Witten, Daniela M
Format: Artigo
Idioma:Inglês
Publicat: Oxford University Press 2020
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Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC7228543/
https://ncbi.nlm.nih.gov/pubmed/32454528
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asz071
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