Sparse group fused lasso for model segmentation: a hybrid approach

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)625-671
Number of pages47
JournalAdvances in Data Analysis and Classification
Volume15
Issue number3
DOIs
StatePublished - Sep 2021

ASJC Scopus Subject Areas

  • Statistics and Probability
  • Computer Science Applications
  • Applied Mathematics

Keywords

  • Convex optimization
  • High-dimensional regression
  • Hybrid algorithm
  • Model segmentation
  • Multivariate time series

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