Asymptotic of the number of false change points of the fused lasso signal approximator

DOI10.1007/S42952-023-00250-3MaRDI QIDQ6581396

Won Son, Johan Lim, Donghyeon Yu

Publication date: 30 July 2024

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

zbMATH Keywords

Brownian bridgeconvex minorantfalse change pointsfused lasso signal approximator

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Vertices of the least concave majorant of Brownian motion with parabolic drift
• Wild binary segmentation for multiple change-point detection
• The screening and ranking algorithm to detect DNA copy number variations
• Properties and refinements of the fused Lasso
• The continuous and discrete Brownian bridges: Representations and applications
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Univariate mean change point detection: penalization, CUSUM and optimality
• Segmentation and estimation of change-point models: false positive control and confidence regions
• Modified path algorithm of fused Lasso signal approximator for consistent recovery of change points
• Pathwise coordinate optimization
• Sparsity and Smoothness Via the Fused Lasso
• Circular binary segmentation for the analysis of array-based DNA copy number data
• Multiscale Change Point Inference
• Path algorithms for fused lasso signal approximator with application to COVID‐19 spread in Korea
• Tuning parameter selection in fused lasso signal approximator with false discovery rate control

This page was built for publication: Asymptotic of the number of false change points of the fused lasso signal approximator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6581396)