On stepwise pattern recovery of the fused Lasso
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DOI: 10.1016/j.csda.2015.08.013
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References listed on IDEAS
- Harchaoui, Z. & Lévy-Leduc, C., 2010. "Multiple Change-Point Estimation With a Total Variation Penalty," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1480-1493.
- Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
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Cited by:
- Won Son & Johan Lim & Donghyeon Yu, 2023. "Path algorithms for fused lasso signal approximator with application to COVID‐19 spread in Korea," International Statistical Review, International Statistical Institute, vol. 91(2), pages 218-242, August.
- Karsten Schweikert, 2020. "Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions," Papers 2001.07949, arXiv.org, revised Apr 2021.
- Karsten Schweikert, 2022. "Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(1), pages 83-104, January.
- E. Ollier & V. Viallon, 2017. "Regression modelling on stratified data with the lasso," Biometrika, Biometrika Trust, vol. 104(1), pages 83-96.
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Keywords
Fused Lasso; Non-asymptotic; Pattern recovery; Preconditioning;All these keywords.
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