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Activity Number: 145 - Trend Filtering and Related Regression Methods
Type: Invited
Date/Time: Tuesday, August 10, 2021 : 10:00 AM to 11:50 AM
Sponsor: IMS
Abstract #316781
Title: Dyadic CART Revisited
Author(s): Sabyasachi Chatterjee*
Companies: University of Illinois at Urbana-Champaign
Keywords:
Abstract:

Proposed by Donoho (1997), Dyadic CART is a nonparametric regression method which computes a globally optimal dyadic deci- sion tree and fits piecewise constant functions in two dimensions. We revisit Dyadic CART and related methods in the context of estimation of multivariate piecewise polynomial signals. We show these methods are minimax rate optimal and computationally efficient in the fixed design set up. We also study these estimators in the context of Trend Filtering and make comparisons.


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