A Unified Framework for Change Point Detection in High-Dimensional Linear Models (Q6069892)
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scientific article; zbMATH DE number 7767626
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| English | A Unified Framework for Change Point Detection in High-Dimensional Linear Models |
scientific article; zbMATH DE number 7767626 |
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A Unified Framework for Change Point Detection in High-Dimensional Linear Models (English)
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17 November 2023
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block segmentation
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fused Lasso
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high-dimensional data
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linear model
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piecewise stationarity
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structural breaks
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