Linear trend filtering via adaptive Lasso

DOI10.1007/978-3-319-96944-2_9MaRDI QIDQ2419616zbMATH OpenOpenAlexFDO

Authors Matúš Maciak

Publication date 14 June 2019

Full work available at URL https://doi.org/10.1007/978-3-319-96944-2_9

zbMATH Keywords

adaptive Lassochangepointsjoinpoint regressionLassolinear trend filteringoracle propertiesregularization

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Inference from stochastic processes and prediction (62M20)

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Cited in

(7)

• Prediction bounds for higher order total variation regularized least squares
• LASSO for streaming data with adaptative filtering
• Baseline drift estimation for air quality data using quantile trend filtering
• Trend filtering on graphs
• $\ell_1$ Trend Filtering
• Compositional trend filtering
• Elastic trend filtering

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