Properties and refinements of the fused lasso
نویسندگان
چکیده
منابع مشابه
Properties and Refinements of The Fused Lasso
We consider estimating an unknown signal, which is both blocky and sparse, corrupted by additive noise. We study three interrelated least squares procedures and their asymptotic properties. The first procedure is the fused lasso, put forward by Friedman et al. (2007), which we modify into a different estimator, called the fused adaptive lasso, with better properties. The other two estimators we...
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Both the statement and the proof of Theorem 2.3 in Rinaldo (2009) about the recovery properties of the fused lasso are incorrect. In this note, I will revise that statement and provide a more transparent means of analyzing the fused lasso estimator. In doing so, I will acknowledge other contributions in the literature that instead have correct claims: see, in particular, Harchaoui and Lévy-Ledu...
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The Lasso has been widely studied and used in many applications over the last decade. It has also been extended in various directions in particular to ensure asymptotic oracle properties through adaptive weights (Zou, 2006). Another direction has been to incorporate additional knowledge within the penalty to account for some structure among features. Among such strategies the Fused-Lasso (Tibsh...
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15 صفحه اولFused Multiple Graphical Lasso
In this paper, we consider the problem of estimating multiple graphical models simultaneously using the fused lasso penalty, which encourages adjacent graphs to share similar structures. A motivating example is the analysis of brain networks of Alzheimer’s disease using neuroimaging data. Specifically, we may wish to estimate a brain network for the normal controls (NC), a brain network for the...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2009
ISSN: 0090-5364
DOI: 10.1214/08-aos665