Online jump and kink detection in segmented linear regression: Statistical optimality meets computational efficiency
Fuente:
arXiv
Saved in:
| Main Authors: | Hüselitz, Annika, Li, Housen, Munk, Axel |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Adaptive monotonicity testing in sublinear time
by: Li, Housen, et al.
Published: (2025)
by: Li, Housen, et al.
Published: (2025)
Model selection by cross-validation in an expectile linear regression
by: Bousselmi, Bilel, et al.
Published: (2026)
by: Bousselmi, Bilel, et al.
Published: (2026)
Frame-constrained Total Variation Regularization for White Noise Regression
by: del Álamo, Miguel, et al.
Published: (2018)
by: del Álamo, Miguel, et al.
Published: (2018)
A Bayesian approach to functional regression: theory and computation
by: Berrendero, José R., et al.
Published: (2023)
by: Berrendero, José R., et al.
Published: (2023)
On the Structural Dimension of Sliced Inverse Regression
by: Huang, Dongming, et al.
Published: (2023)
by: Huang, Dongming, et al.
Published: (2023)
On-line Pick-Freeze Mirror algorithm for Sensitity Analysis
by: Costa, Manon, et al.
Published: (2025)
by: Costa, Manon, et al.
Published: (2025)
Subspace decompositions for association structure learning in multivariate categorical response regression
by: Zhao, Hongru, et al.
Published: (2024)
by: Zhao, Hongru, et al.
Published: (2024)
Distributional limits of graph cuts on discretized grids
by: Suchan, Leo, et al.
Published: (2024)
by: Suchan, Leo, et al.
Published: (2024)
Optimal ANOVA-based emulators of models with(out) derivatives
by: Lamboni, Matieyendou
Published: (2025)
by: Lamboni, Matieyendou
Published: (2025)
Convergence guarantees for forward gradient descent in the linear regression model
by: Bos, Thijs, et al.
Published: (2023)
by: Bos, Thijs, et al.
Published: (2023)
Kernel Single-Index Bandits: Estimation, Inference, and Learning
by: Arya, Sakshi, et al.
Published: (2026)
by: Arya, Sakshi, et al.
Published: (2026)
Asymptotically efficient estimation under local constraint in Wicksell's problem
by: Gili, Francesco, et al.
Published: (2024)
by: Gili, Francesco, et al.
Published: (2024)
Distributional Convergence of Empirical Entropic Optimal Transport and Statistical Applications
by: Arenas-Velilla, Santiago, et al.
Published: (2026)
by: Arenas-Velilla, Santiago, et al.
Published: (2026)
Stochastic approximation method for kernel sliced average variance estimation
by: Nkou, Emmanuel De Dieu
Published: (2024)
by: Nkou, Emmanuel De Dieu
Published: (2024)
Asymptotic confidence bands for the histogram regression estimator
by: Neumeyer, Natalie, et al.
Published: (2025)
by: Neumeyer, Natalie, et al.
Published: (2025)
The Nonparametric Kiefer-Weiss Problem
by: Fauss, Michael, et al.
Published: (2026)
by: Fauss, Michael, et al.
Published: (2026)
High-dimensional linear regression inference via $\ell^2$ weak convergence
by: Fujimori, Kou, et al.
Published: (2026)
by: Fujimori, Kou, et al.
Published: (2026)
Online Generalized Method of Moments for Time Series
by: Leung, Man Fung, et al.
Published: (2025)
by: Leung, Man Fung, et al.
Published: (2025)
Inference in high-dimensional logistic regression under tensor network dependence
by: Miles, Josh, et al.
Published: (2026)
by: Miles, Josh, et al.
Published: (2026)
Confidence intervals for causal effects in sequential decision making
by: Vovk, Vladimir, et al.
Published: (2026)
by: Vovk, Vladimir, et al.
Published: (2026)
Improved Gaussian Mean Matrix Estimators In High-Dimensional Data
by: Foroushani, Arash A., et al.
Published: (2023)
by: Foroushani, Arash A., et al.
Published: (2023)
A Note on Improved Multivariate Normal Mean Estimation With Unknown Covariance When p Is Greater Than n
by: Foroushani, Arash A., et al.
Published: (2023)
by: Foroushani, Arash A., et al.
Published: (2023)
Semiparametric Bernstein-von Mises Phenomenon via Isotonized Posterior in Wicksell's problem
by: Gili, Francesco, et al.
Published: (2025)
by: Gili, Francesco, et al.
Published: (2025)
On Second order correctness of Bootstrap in Logistic Regression
by: Das, Debraj, et al.
Published: (2020)
by: Das, Debraj, et al.
Published: (2020)
Bernstein-von Mises Theorem for Sparse Generalized Linear Model
by: Li, Hanqing, et al.
Published: (2026)
by: Li, Hanqing, et al.
Published: (2026)
Minimum $Φ$-distance estimators for finite mixing measures
by: Wei, Yun, et al.
Published: (2023)
by: Wei, Yun, et al.
Published: (2023)
Diaconis-Ylvisaker prior penalized likelihood for $p/n \to κ\in (0,1)$ logistic regression
by: Sterzinger, Philipp, et al.
Published: (2023)
by: Sterzinger, Philipp, et al.
Published: (2023)
Stochastic optimal transport in Banach Spaces for regularized estimation of multivariate quantiles
by: Bercu, Bernard, et al.
Published: (2023)
by: Bercu, Bernard, et al.
Published: (2023)
The Influence Function of Penalized Regression Estimators
by: Öllerer, Viktoria, et al.
Published: (2015)
by: Öllerer, Viktoria, et al.
Published: (2015)
seMCD: Sequentially implemented Monte Carlo depth computation with statistical guarantees
by: Gnettner, Felix, et al.
Published: (2025)
by: Gnettner, Felix, et al.
Published: (2025)
Adaptive Bayes estimator for stochastic differential equations with jumps under small noise asymptotics
by: Suzuki, Shuntaro, et al.
Published: (2024)
by: Suzuki, Shuntaro, et al.
Published: (2024)
Sparse maximum likelihood estimation for regression models
by: Tsao, Min
Published: (2024)
by: Tsao, Min
Published: (2024)
Empirical Risk Minimization as Parameter Choice Rule for General Linear Regularization Methods
by: Li, Housen, et al.
Published: (2017)
by: Li, Housen, et al.
Published: (2017)
Asymptotic properties of the multivariate Szász-Mirakyan estimator for cumulative distribution functions on the nonnegative orthant
by: Lyu, Guanjie, et al.
Published: (2026)
by: Lyu, Guanjie, et al.
Published: (2026)
Automatic Debiased Machine Learning via Riesz Regression
by: Chernozhukov, Victor, et al.
Published: (2021)
by: Chernozhukov, Victor, et al.
Published: (2021)
PC Adjusted Testing for Low Dimensional Parameters
by: Bhattacharya, Sohom, et al.
Published: (2022)
by: Bhattacharya, Sohom, et al.
Published: (2022)
A new adaptive local polynomial density estimation procedure on complicated domains
by: Bertin, Karine, et al.
Published: (2023)
by: Bertin, Karine, et al.
Published: (2023)
The Conjugate Domain Dichotomy: Exact Risk of M-Estimators under Infinite-Variance Noise in High Dimensions
by: Agiropoulos, Charalampos
Published: (2026)
by: Agiropoulos, Charalampos
Published: (2026)
Jeffreys-prior penalty for high-dimensional logistic regression: A conjecture about aggregate bias
by: Kosmidis, Ioannis, et al.
Published: (2023)
by: Kosmidis, Ioannis, et al.
Published: (2023)
Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation
by: Li, ZhiMing, et al.
Published: (2026)
by: Li, ZhiMing, et al.
Published: (2026)
Similar Items
-
Adaptive monotonicity testing in sublinear time
by: Li, Housen, et al.
Published: (2025) -
Model selection by cross-validation in an expectile linear regression
by: Bousselmi, Bilel, et al.
Published: (2026) -
Frame-constrained Total Variation Regularization for White Noise Regression
by: del Álamo, Miguel, et al.
Published: (2018) -
A Bayesian approach to functional regression: theory and computation
by: Berrendero, José R., et al.
Published: (2023) -
On the Structural Dimension of Sliced Inverse Regression
by: Huang, Dongming, et al.
Published: (2023)