The group fused Lasso for multiple change-point detection

21 Jun 2011 Kevin Bleakley Jean-Philippe Vert

We present the group fused Lasso for detection of multiple change-points shared by a set of co-occurring one-dimensional signals. Change-points are detected by approximating the original signals with a constraint on the multidimensional total variation, leading to piecewise-constant approximations... (read more)

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