Tuning parameter selection in fused lasso signal approximator with false discovery rate control
From MaRDI portal
Publication:6179287
DOI10.1214/23-bjps577MaRDI QIDQ6179287
Donghyeon Yu, Won Son, Johan Lim
Publication date: 16 January 2024
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
false discovery ratetuning parameter selectiongeneralized information criteriafused Lasso signal approximatorpiecewise constant mean model
Cites Work
- Nearly unbiased variable selection under minimax concave penalty
- Wild binary segmentation for multiple change-point detection
- The solution path of the generalized lasso
- Asymptotic properties of criteria for selection of variables in multiple regression
- Properties and refinements of the fused Lasso
- Application of modified information criterion to multiple change point problems
- Estimating the number of change-points via Schwarz' criterion
- Locally adaptive regression splines
- On stepwise pattern recovery of the fused Lasso
- Multiple change-point detection: a selective overview
- Modified path algorithm of fused Lasso signal approximator for consistent recovery of change points
- A penalized regression approach for DNA copy number study using the sequencing data
- Pathwise coordinate optimization
- Extended Bayesian information criteria for model selection with large model spaces
- Spatial smoothing and hot spot detection for CGH data using the fused lasso
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Multiple changepoint fitting via quasilikelihood, with application to DNA sequence segmentation
- Sparsity and Smoothness Via the Fused Lasso
- A modified information criterion for tuning parameter selection in 1d fused LASSO for inference on multiple change points
- Regularization Parameter Selections via Generalized Information Criterion
- Multiple Change-Point Estimation With a Total Variation Penalty
- Circular binary segmentation for the analysis of array-based DNA copy number data
- A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
- Large-Scale Simultaneous Hypothesis Testing
- Unnamed Item
- Unnamed Item
- Unnamed Item