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A new method for specifying the tuning parameter of \(\ell_1\) trend filtering - MaRDI portal

A new method for specifying the tuning parameter of \(\ell_1\) trend filtering (Q2691769)

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A new method for specifying the tuning parameter of \(\ell_1\) trend filtering
scientific article

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    A new method for specifying the tuning parameter of \(\ell_1\) trend filtering (English)
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    30 March 2023
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    constrained minimization
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    Hodrick-Prescott filtering
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    \(\ell_1\) trend filtering
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    tuning parameter
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