Multiple Change-Points Estimation in Linear Regression Models via Sparse Group Lasso

DOI10.1109/TSP.2015.2411220zbMath1394.94682MaRDI QIDQ4580537

Bingwen Zhang, Lifeng Lai, Jun Geng

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (9)

Unnamed Item ⋮ Multiple change-points estimation in linear regression models via an adaptive Lasso expectile loss function ⋮ Robust change point detection method via adaptive LAD-Lasso ⋮ 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 ⋮ Detection of similar successive groups in a model with diverging number of variable groups ⋮ Unnamed Item ⋮ Proximal gradient method with automatic selection of the parameter by automatic differentiation ⋮ A shape-based cutting and clustering algorithm for multiple change-point detection

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