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stat.ME2021
Estimation and Selection Properties of the LAD Fused Lasso Signal Approximator
Xiaoli Gao
The fused lasso is an important method for signal processing when the hidden signals are sparse and blocky. It is often used in combination with the squared loss function. However,…
stat.ME2021
Joint Linear Trend Recovery Using L1 Regularization
Xiaoli Gao, Ejaz Ahmed
This paper studies the recovery of a joint piece-wise linear trend from a time series using L1 regularization approach, called L1 trend filtering (Kim, Koh and Boyd, 2009). We prov…