Sparse group fused Lasso for model segmentation: a hybrid approach
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Publication:2051576
DOI10.1007/s11634-020-00424-5OpenAlexW3093754847MaRDI QIDQ2051576
Publication date: 24 November 2021
Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.07761
convex optimizationmultivariate time serieshigh-dimensional regressionhybrid algorithmmodel segmentation
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Numerical optimization and variational techniques (65K10) Time series analysis of dynamical systems (37M10)
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