Asymptotic of the number of false change points of the fused lasso signal approximator

DOI10.1007/S42952-023-00250-3MaRDI QIDQ6581396zbMATH OpenFDO

Authors Donghyeon Yu, Johan Lim, Won Son

Publication date 30 July 2024

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S42952-023-00250-3

zbMATH Keywords

Brownian bridgeconvex minorantfalse change pointsfused lasso signal approximator

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Circular binary segmentation for the analysis of array-based DNA copy number data
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Modified path algorithm of fused Lasso signal approximator for consistent recovery of change points
• Multiscale change point inference. With discussion and authors' reply
• Path algorithms for fused lasso signal approximator with application to COVID‐19 spread in Korea
• Pathwise coordinate optimization
• Properties and refinements of the fused Lasso
• Segmentation and estimation of change-point models: false positive control and confidence regions
• Sparsity and Smoothness Via the Fused Lasso
• The continuous and discrete Brownian bridges: Representations and applications
• The screening and ranking algorithm to detect DNA copy number variations
• Tuning parameter selection in fused lasso signal approximator with false discovery rate control
• Univariate mean change point detection: penalization, CUSUM and optimality
• Vertices of the least concave majorant of Brownian motion with parabolic drift
• Wild binary segmentation for multiple change-point detection

This page was built for publication: Asymptotic of the number of false change points of the fused lasso signal approximator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6581396)