Adaptation via convex optimization in two nonparametric estimation problems

Neyman Seminar
Sep 20, 2017 4:00pm to 5:00pm
1011 Evans Hall
Happening As Scheduled
We study two convex optimization based procedures for nonparametric function estimation: trend filtering (or higher order total variation denoising) and the Kiefer-Wolfowitz MLE for Gaussian location mixtures. Trend filtering can be seen as a technique for fitting spline-like functions for nonparametric regression with adaptive knot selection. It can also be seen as a special case of LASSO for a...
Adityanand Guntuboyina, University of California, Berkeley