Selecting the tuning parameter of the \(\ell_1\) trend filter (Q2691645)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selecting the tuning parameter of the \(\ell_1\) trend filter |
scientific article |
Statements
Selecting the tuning parameter of the \(\ell_1\) trend filter (English)
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30 March 2023
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Hodrick-Prescott filter
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Lasso
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\(\ell_1\) trend filter
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sparsity
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tuning parameter
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