On the Complexity of the Weighted Fused Lasso

Jose Bento, Ralph Furmaniak, Surjyendu Ray

The solution path of the 1D fused lasso for an $n$-dimensional input is piecewise linear with $\mathcal{O}(n)$ segments (Hoefling et al. 2010 and Tibshirani et al 2011). However, e…