Penalized I-spline monotone regression estimation
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Choi, Junsouk | - |
dc.contributor.author | Lee, JungJun | - |
dc.contributor.author | Jhong, Jae-Hwan | - |
dc.contributor.author | Koo, Ja-Yong | - |
dc.date.accessioned | 2022-11-04T06:41:45Z | - |
dc.date.available | 2022-11-04T06:41:45Z | - |
dc.date.created | 2022-11-04 | - |
dc.date.issued | 2021-11-02 | - |
dc.identifier.issn | 0361-0918 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/144621 | - |
dc.description.abstract | We propose a penalized regression spline estimator for monotone regression. To construct the estimator, we adopt the I-splines with the total variation penalty. The I-splines lend themselves to the monotonicity because of the simpler form of restrictions, and the total variation penalty induces a data-driven knot selection scheme. A coordinate descent algorithm is developed for the estimator. If the number of complexity parameter candidates sufficiently increases, the algorithm considers all possible monotone linear spline fits to the given data. The pruning process of the algorithm not only provides numerical stability, but also implements the data-driven knot selection. We also compute the maximum candidate of the complexity parameter to facilitate complexity parameter selection. Extensive numerical studies show that the proposed estimator captures spatially inhomogeneous behaviors of data, such as sudden jumps. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | TAYLOR & FRANCIS INC | - |
dc.subject | SUBJECT | - |
dc.subject | CURVES | - |
dc.subject | GROWTH | - |
dc.title | Penalized I-spline monotone regression estimation | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Koo, Ja-Yong | - |
dc.identifier.doi | 10.1080/03610918.2019.1630433 | - |
dc.identifier.scopusid | 2-s2.0-85068187246 | - |
dc.identifier.wosid | 000715739100017 | - |
dc.identifier.bibliographicCitation | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, v.50, no.11, pp.3714 - 3732 | - |
dc.relation.isPartOf | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | - |
dc.citation.title | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | - |
dc.citation.volume | 50 | - |
dc.citation.number | 11 | - |
dc.citation.startPage | 3714 | - |
dc.citation.endPage | 3732 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.subject.keywordPlus | SUBJECT | - |
dc.subject.keywordPlus | CURVES | - |
dc.subject.keywordPlus | GROWTH | - |
dc.subject.keywordAuthor | Coordinate descent algorithm | - |
dc.subject.keywordAuthor | I-splines | - |
dc.subject.keywordAuthor | Knot selection | - |
dc.subject.keywordAuthor | Maximum complexity parameter | - |
dc.subject.keywordAuthor | Monotone regression | - |
dc.subject.keywordAuthor | Total variation penalty | - |
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
145 Anam-ro, Seongbuk-gu, Seoul, 02841, Korea+82-2-3290-2963
COPYRIGHT © 2021 Korea University. All Rights Reserved.
Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.