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Sparse group fused Lasso for model segmentation: a hybrid approach - MaRDI portal

Sparse group fused Lasso for model segmentation: a hybrid approach (Q2051576)

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scientific article; zbMATH DE number 7433033
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Sparse group fused Lasso for model segmentation: a hybrid approach
scientific article; zbMATH DE number 7433033

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    Sparse group fused Lasso for model segmentation: a hybrid approach (English)
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    24 November 2021
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    multivariate time series
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    model segmentation
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    high-dimensional regression
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    convex optimization
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    hybrid algorithm
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