Elastic trend filtering

DOI10.1515/IJNSNS-2021-0237MaRDI QIDQ6173131zbMATH OpenOpenAlexFDO

Authors Juyoung Jeong, Yoon Mo Jung, Sangwoon Yun

Publication date 21 July 2023

Published in International Journal of Nonlinear Sciences and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/ijnsns-2021-0237

zbMATH Keywords

ADMMelastic nettrend filtering

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Recommendations

• $\ell_1$ Trend Filtering
• Compositional trend filtering
• Trend filtering via empirical mode decompositions
• Spectral filtering for trend estimation
• Trend filtering on graphs
• Trend filtering by adaptive piecewise polynomials
• Linear trend filtering via adaptive Lasso
• Selecting the tuning parameter of the \(\ell_1\) trend filter
• Robust filtering of time series with trends
• Trend-cycle detection as a filtering problem

Cites work

• $\ell_1$ Trend Filtering
• Divided Differences, Falling Factorials, and Discrete Splines: Another Look at Trend Filtering and Related Problems
• Generalized inverse of the Laplacian matrix and some applications
• Non-convex TV denoising corrupted by impulse noise
• Regularization and Variable Selection Via the Elastic Net
• Sparse probabilistic K-means
• Stratifying high-dimensional data based on proximity to the convex hull boundary
• Trend filtering on graphs

Cited in

(3)

• Adaptive risk bounds in univariate total variation denoising and trend filtering
• Spectral filtering for trend estimation
• Bayesian boundary trend filtering

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