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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Bibliographic Details
Published in:	Journal of computational and graphical statistics Vol. 22; no. 2; pp. 246 - 260
Main Author:	Johnson, Nicholas A.
Format:	Journal Article
Language:	English
Published:	Taylor & Francis 2013
Subjects:	Optimization Signal processing Total variation denoising Viterbi
ISSN:	1061-8600, 1537-2715
Online Access:	Get full text
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