Variational Multiscale Nonparametric Regression: Algorithms and Implementation
Authors del Alamo M, Li H, Munk A, Werner F Journal Algorithms Citation Algorithms 2020, 13(11), 296. Abstract Many modern statistically efficient methods come with tremendous computational challenges, often leading to large-scale optimisation problems. In this work, we examine such computational issues for recently developed estimation methods in nonparametric regression
