Path algorithms for fused lasso signal approximator with application to COVID‐19 spread in Korea

DOI10.1111/INSR.12521MaRDI QIDQ6089887

Donghyeon Yu, Won Son, Johan Lim

Publication date: 15 December 2023

Published in: International Statistical Review (Search for Journal in Brave)

zbMATH Keywords

change pointssolution pathfused Lasso signal approximatormodified path algorithmpathwise adaptive weight

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Nonparametric inference (62Gxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

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• Preconditioning the Lasso for sign consistency
• Pathwise coordinate optimization
• Extended Bayesian information criteria for model selection with large model spaces
• $\ell_1$ Trend Filtering
• Sparsity and Smoothness Via the Fused Lasso
• Circular binary segmentation for the analysis of array-based DNA copy number data

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