Temporal-spatial model via Trend Filtering
Salón 13, Edificio C del IIMASSeminario de Probabilidad y Estadística Resumen The talk will focus on the estimation of a non-parametric regression function designed for data with simultaneous time and space dependencies. We study a nonparametric estimator called the Trend Filtering. First, the minimax optimality of our estimators is validated and second a unique phase transition phenomenon emerges through our […]