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The Annals of Statistics, Vol. 49, No. 5 (October 2021), pp. 2531-2551 (21 pages) Proposed by Donoho (Ann. Statist. 25 (1997) 1870–1911), Dyadic CART is a nonparametric regression method which ...
In this problem, the optimal path is one that maximizes the expected utility, with the utility function being piecewise-linear and concave. Such a utility function can be used to approximate nonlinear ...
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