A Fast and Flexible Algorithm for the Graph-Fused Lasso

24 May 2015Wesley TanseyJames G. Scott

We propose a new algorithm for solving the graph-fused lasso (GFL), a method for parameter estimation that operates under the assumption that the signal tends to be locally constant over a predefined graph structure. Our key insight is to decompose the graph into a set of trails which can then each be solved efficiently using techniques for the ordinary (1D) fused lasso... (read more)

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