A Dynamic Programming Algorithm for the Fused Lasso and L 0-Segmentation

We propose a dynamic programming algorithm for the one-dimensional Fused Lasso Signal Approximator (FLSA). The proposed algorithm has a linear running time in the worst case. A similar approach is developed for the task of least squares segmentation, and simulations indicate substantial performance...

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Vydané v:	Journal of computational and graphical statistics Ročník 22; číslo 2; s. 246 - 260
Hlavný autor:	Johnson, Nicholas A.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Taylor & Francis 2013
Predmet:	Optimization Signal processing Total variation denoising Viterbi
ISSN:	1061-8600, 1537-2715
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