High-dimensional change-point estimation: combining filtering with convex optimization (Q2397167)

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High-dimensional change-point estimation: combining filtering with convex optimization
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    High-dimensional change-point estimation: combining filtering with convex optimization (English)
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    29 May 2017
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    high-dimensional time series
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    convex geometry
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    atomic norm thresholding
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    filtered derivative
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    change-point estimation
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    high-dimensional signals
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