On convergence rates of convex regression in multiple dimensions
We consider a least squares estimator for estimating a convex function f*: [0,1]d → ℝ with bounded sub-gradients. A rate at which the sum of squared differences between the estimator and the true function f* converges to zero is computed. This work sheds light on computing the convergence rate of the multidimensional convex regression estimator. © 2014 INFORMS.
INFORMS Journal on Computing
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Lim, Eunji, "On convergence rates of convex regression in multiple dimensions" (2014). Kean Publications. 2010.