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