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math.ST2022
Spatially Adaptive Online Prediction of Piecewise Regular Functions
Sabyasachi Chatterjee, Subhajit Goswami
We consider the problem of estimating piecewise regular functions in an online setting, i.e., the data arrive sequentially and at any round our task is to predict the value of the…
math.ST2022★ 1 cited
Element-wise Estimation Error of Generalized Fused Lasso
Teng Zhang, Sabyasachi Chatterjee
The main result of this article is that we obtain an elementwise error bound for the Fused Lasso estimator for any general convex loss function . We then focus on the special ca…