Multiple Change-Point Estimation With a Total Variation Penalty
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Publication:5255688
DOI10.1198/jasa.2010.tm09181zbMath1388.62211OpenAlexW2118673550MaRDI QIDQ5255688
Zaid Harchaoui, Céline Lévy-Leduc
Publication date: 17 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2010.tm09181
Ridge regression; shrinkage estimators (Lasso) (62J07) Non-Markovian processes: estimation (62M09) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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