An efficient two step algorithm for high dimensional change point regression models without grid search (Q5214199)
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scientific article; zbMATH DE number 7164711
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| English | An efficient two step algorithm for high dimensional change point regression models without grid search |
scientific article; zbMATH DE number 7164711 |
Statements
7 February 2020
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change-point regression
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high-dimensional models
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\(\ell_1/\ell_0\)-regularization
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rate of convergence
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two-phase regression
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0.7598085403442383
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0.7591885924339294
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0.754663348197937
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0.7513731122016907
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0.7509885430335999
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