Institute of Mathematical Statistics Lecture Notes - Monograph Series 2007
DOI: 10.1214/074921707000000274
|View full text |Cite
|
Sign up to set email alerts
|

Scale space consistency of piecewise constant least squares estimators – another look at the regressogram

Abstract: We study the asymptotic behavior of piecewise constant least squares regression estimates, when the number of partitions of the estimate is penalized. We show that the estimator is consistent in the relevant metric if the signal is in L 2 ([0, 1]), the space of càdlàg functions equipped with the Skorokhod metric or C([0, 1]) equipped with the supremum metric. Moreover, we consider the family of estimates under a varying smoothing parameter, also called scale space. We prove convergence of the empirical scale s… Show more

Help me understand this report
View preprint versions

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

0
15
0

Year Published

2008
2008
2017
2017

Publication Types

Select...
7

Relationship

2
5

Authors

Journals

citations
Cited by 11 publications
(15 citation statements)
references
References 30 publications
0
15
0
Order By: Relevance
“…Then, under further suitable assumptions, the minimizers of the Potts problem converge to piecewise constant minimizer of a continuous Potts functional (or, synonymously, piecewise constant Mumford-Shah functional), as sampling gets finer [25]. This also holds in the presence of noise [25,26,43]. For related results on Potts functionals with L 1 data terms, we also refer to Weinmann et al [44].…”
Section: Theorem 21 the Potts Problem (P γ ) Has A Minimizermentioning
confidence: 92%
“…Then, under further suitable assumptions, the minimizers of the Potts problem converge to piecewise constant minimizer of a continuous Potts functional (or, synonymously, piecewise constant Mumford-Shah functional), as sampling gets finer [25]. This also holds in the presence of noise [25,26,43]. For related results on Potts functionals with L 1 data terms, we also refer to Weinmann et al [44].…”
Section: Theorem 21 the Potts Problem (P γ ) Has A Minimizermentioning
confidence: 92%
“…Note that the condition γ n · |S n |/ ln n → ∞ implies the second part of (H1.3) by (H1.1). It was used for example in F. Friedrich (2005) or L. Boysen et al (2009Boysen et al ( , 2007.…”
Section: -Convergencementioning
confidence: 99%
“…Albeit focus of this paper is on two or more dimensions, we start with one dimension. There are at least two reasons for that: illustration of the abstract results by choices of the (seemingly) most elementary example, and to generalize results like some of those in L. Boysen et al (2009Boysen et al ( , 2007 to classes of piecewise Sobolev functions.…”
Section: One Dimensional Signals -Interval Partitionsmentioning
confidence: 99%
“…[27].) Γ-convergence and convergence of minimizers in relation with the L 2 -Potts functional are topics of [4,5]. In these papers, Γ-convergence is shown for a modified L 2 -Potts functional.…”
Section: Introductionmentioning
confidence: 99%