41 citations · 211 across the 45 of their papers we have counts for
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math.ST2014★ 1 cited
How to monitor and mitigate stair-casing in l1 trend filtering
Cristian R. Rojas, Bo Wahlberg
In this paper we study the estimation of changing trends in time-series using trend filtering. This method generalizes 1D Total Variation (TV) denoising for detection of s…
math.ST2014★ 30 cited
On change point detection using the fused lasso method
Cristian R. Rojas, Bo Wahlberg
In this paper we analyze the asymptotic properties of l1 penalized maximum likelihood estimation of signals with piece-wise constant mean values and/or variances. The focus is on s…