A Dynamic Programming Algorithm for the Fused Lasso and L 0-Segmentation
A Dynamic Programming Algorithm for the Fused Lasso and L 0-Segmentation
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Publisher
Taylor & Francis
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Language
English
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Publisher
Taylor & Francis
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Contents
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 improvement over existing algorithms. Examples of...
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Full title
A Dynamic Programming Algorithm for the Fused Lasso and L 0-Segmentation
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TN_cdi_crossref_primary_10_1080_10618600_2012_681238
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1080_10618600_2012_681238
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ISSN
1061-8600
E-ISSN
1537-2715
DOI
10.1080/10618600.2012.681238