The following pages link to $\ell_1$ Trend Filtering (Q3632437):
Displaying 50 items.
- Flexible and Interpretable Models for Survival Data (Q144105) (← links)
- Smoothed state estimates under abrupt changes using sum-of-norms regularization (Q417799) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Reconstructing DNA copy number by penalized estimation and imputation (Q542936) (← links)
- The solution path of the generalized lasso (Q638794) (← links)
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization (Q734955) (← links)
- Sparse feedback in linear control systems (Q891475) (← links)
- P-splines with an \(\ell_1\) penalty for repeated measures (Q1616325) (← links)
- Tracking concept drift using a constrained penalized regression combiner (Q1658462) (← links)
- Adaptive penalized splines for data smoothing (Q1658463) (← links)
- Mixed \(\ell_2\) and \(\ell_1\)-norm regularization for adaptive detrending with ARMA modeling (Q1661291) (← links)
- Generalized Kalman smoothing: modeling and algorithms (Q1678609) (← links)
- Oracle inequalities for high-dimensional prediction (Q1740524) (← links)
- Exact post-selection inference for the generalized Lasso path (Q1746554) (← links)
- Locally adaptive smoothing with Markov random fields and shrinkage priors (Q1752016) (← links)
- The Hodrick-Prescott filter: a special case of penalized spline smoothing (Q1952084) (← links)
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods (Q1952223) (← links)
- The generalized Lasso problem and uniqueness (Q2002568) (← links)
- Solution paths for the generalized Lasso with applications to spatially varying coefficients regression (Q2008112) (← links)
- Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation (Q2039786) (← links)
- Adaptive estimation of multivariate piecewise polynomials and bounded variation functions by optimal decision trees (Q2054517) (← links)
- Prediction bounds for higher order total variation regularized least squares (Q2054527) (← links)
- Sparse factor model based on trend filtering (Q2070700) (← links)
- Total variation regularized Fréchet regression for metric-space valued data (Q2073719) (← links)
- Detecting multiple generalized change-points by isolating single ones (Q2075028) (← links)
- Mining events with declassified diplomatic documents (Q2078743) (← links)
- Trend filtering by adaptive piecewise polynomials (Q2094471) (← links)
- Coordinate descent algorithm of generalized fused Lasso logistic regression for multivariate trend filtering (Q2103275) (← links)
- Converting ADMM to a proximal gradient for efficient sparse estimation (Q2103289) (← links)
- Tensor denoising with trend filtering (Q2113264) (← links)
- Sparse filtering under bounded exogenous disturbances (Q2139473) (← links)
- A unified approach for a 1D generalized total variation problem (Q2149555) (← links)
- A Bayesian model of dose-response for cancer drug studies (Q2154172) (← links)
- A \(k\)-means method for trends of time series. An application to time series of COVID-19 cases in Japan (Q2166043) (← links)
- Adaptive risk bounds in univariate total variation denoising and trend filtering (Q2176616) (← links)
- Estimating piecewise monotone signals (Q2180071) (← links)
- Baseline drift estimation for air quality data using quantile trend filtering (Q2194449) (← links)
- Sparse HP filter: finding kinks in the COVID-19 contact rate (Q2224907) (← links)
- Markov-switching state space models for uncovering musical interpretation (Q2247457) (← links)
- Tensor quantile regression with application to association between neuroimages and human intelligence (Q2247495) (← links)
- Adaptive basis expansion via \(\ell _1\) trend filtering (Q2259769) (← links)
- Additive models with trend filtering (Q2284363) (← links)
- Bayesian analysis of spatial generalized linear mixed models with Laplace moving average random fields (Q2291296) (← links)
- Modified path algorithm of fused Lasso signal approximator for consistent recovery of change points (Q2317289) (← links)
- Greedy Gaussian segmentation of multivariate time series (Q2324258) (← links)
- Doubly penalized estimation in additive regression with high-dimensional data (Q2328052) (← links)
- Structured regularization for conditional Gaussian graphical models (Q2361457) (← links)
- Learning and estimation applications of an online homotopy algorithm for a generalization of the LASSO (Q2438036) (← links)
- Adaptive piecewise polynomial estimation via trend filtering (Q2448732) (← links)
- Linear matrix inequalities in control systems with uncertainty (Q2660497) (← links)
