Linear trend filtering via adaptive Lasso

DOI10.1007/978-3-319-96944-2_9zbMATH Open1414.62320OpenAlexW2895723179MaRDI QIDQ2419616

Matúš Maciak

Publication date: 14 June 2019

Full work available at URL: https://doi.org/10.1007/978-3-319-96944-2_9

zbMATH Keywords

changepointsregularizationLassoadaptive Lassooracle propertiesjoinpoint regressionlinear trend filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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