Fused Lasso Nearly Isotonic Signal Approximation in General Dimensions

2022/10/18 by Pastukhov, Vladimir · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2210.09519

Abstract

In this paper we introduce and study fused lasso nearly-isotonic signal approximation, which is a combination of fused lasso and generalized nearly-isotonic regression. We show how these three estimators relate to each other, derive solution to the general problem, show that it is computationally feasible and provides a trade-off between piecewise monotonicity, sparsity and goodness-of-fit. Also, we derive an unbiased estimator of the degrees of freedom of the approximator.

Cited by

• Asymptotic Distribution of Constrained Nearly-Isotonic Graph Fused Lasso

Related

• Estimation and Selection Properties of the LAD Fused Lasso Signal Approximator
• A path algorithm for the Fused Lasso Signal Approximator
• Fused Lasso Additive Model
• On pattern recovery of the fused Lasso
• Convex Fused Lasso Denoising with Non-Convex Regularization and its use for Pulse Detection