Optimal Grouping, Spacing, Stratification, and Piecewise Constant Approximation

Abstract

A variety of statistical problems of optimal grouping, spacing, and stratification are seen to be problems of optimal breakpoint selection for piecewise constant ${\text{L}}_2 [0,1]$ approximation of certain functions. This allows for the development of conditions that insure the existence and uniqueness of solutions, a computational algorithm, and simple approximate solutions. In addition, this approach is shown to provide insight into the relationships between the various problems considered.

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 29 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.