A new method for specifying the tuning parameter of \(\ell_1\) trend filtering (Q2691769)
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English | A new method for specifying the tuning parameter of \(\ell_1\) trend filtering |
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A new method for specifying the tuning parameter of \(\ell_1\) trend filtering (English)
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30 March 2023
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constrained minimization
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Hodrick-Prescott filtering
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\(\ell_1\) trend filtering
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tuning parameter
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