Multiple Change-Points Estimation in Linear Regression Models via Sparse Group Lasso
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Cited in
(18)- Multiple change-points estimation in linear regression models via an adaptive Lasso expectile loss function
- Robust change point detection method via adaptive LAD-Lasso
- A shape-based cutting and clustering algorithm for multiple change-point detection
- Proximal gradient method with automatic selection of the parameter by automatic differentiation
- scientific article; zbMATH DE number 7626763 (Why is no real title available?)
- Detection of similar successive groups in a model with diverging number of variable groups
- An efficient two step algorithm for high dimensional change point regression models without grid search
- Multiple change points detection in high-dimensional multivariate regression
- A novel group VIF regression for group variable selection with application to multiple change-point detection
- Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization
- Computation and analysis of change points with different jump locations in high-dimensional regression
- Change-point inference in high-dimensional regression models under temporal dependence
- Online change points detection for linear dynamical systems with finite sample guarantees
- Exact recovery in the double sparse model: sufficient and necessary signal conditions
- Change Point Detection in Dynamic Networks via Regularized Tensor Decomposition
- Efficient Multiple Change Point Detection and Localization For High-Dimensional Quantile Regression with Heteroscedasticity
- Robust change point detection for high-dimensional linear models with tolerance for outliers and heavy tails
- Change-point detection in a tensor regression model
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