CART and Best-Ortho-Basis: A Connection

Abstract

We study what we call \Dyadic CART" { a method of nonparametric regression which constructs a recursive partition by optimizing a complexity-penalized sum of squares, where the optimization is over all recursive partitions arising from midpoint splits. We show that the method is adaptive to unknown degree of anisotropic smoothness. Speci cally, consider the… (More)

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