Related papers: On change point detection using the fused lasso me…

The fused lasso, also known as (anisotropic) total variation denoising, is widely used for piecewise constant signal estimation with respect to a given undirected graph. The fused lasso estimate is highly nontrivial to compute when the…

Consider the problem on sequential change-point detection on multiple data streams. We provide the asymptotic lower bounds of the detection delays at all levels of change-point sparsity and we derive a smaller asymptotic lower bound of the…

Consider the detection of a sparse change in high-dimensional time-series. We introduce Sparsity Likelihood-based (SL-based) score and the change-points detection procedure in multivariate normal model with general covariance structure.…

Shrinkage estimators that possess the ability to produce sparse solutions have become increasingly important to the analysis of today's complex datasets. Examples include the LASSO, the Elastic-Net and their adaptive counterparts.…

The fused lasso, also known as total-variation denoising, is a locally-adaptive function estimator over a regular grid of design points. In this paper, we extend the fused lasso to settings in which the points do not occur on a regular…

Neuroimage analysis usually involves learning thousands or even millions of variables using only a limited number of samples. In this regard, sparse models, e.g. the lasso, are applied to select the optimal features and achieve high…

This work focuses on the estimation of multiple change-points in a time-varying Ising model that evolves piece-wise constantly. The aim is to identify both the moments at which significant changes occur in the Ising model, as well as the…

We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By…

While many methods are available to detect structural changes in a time series, few procedures are available to quantify the uncertainty of these estimates post-detection. In this work, we fill this gap by proposing a new framework to test…

We study the property of the Fused Lasso Signal Approximator (FLSA) for estimating a blocky signal sequence with additive noise. We transform the FLSA to an ordinary Lasso problem. By studying the property of the design matrix in the…

We consider the offline change point detection and localization problem in the context of piecewise stationary networks, where the observable is a finite sequence of networks. We develop algorithms involving some suitably modified CUSUM…

Broadband wireless channels usually have the sparse nature. Based on the assumption of Gaussian noise model, adaptive filtering algorithms for reconstruction sparse channels were proposed to take advantage of channel sparsity. However,…

Detecting changepoints in a one-dimensional signal is a classical yet fundamental problem. The fused lasso provides an elegant convex formulation that produces a stepwise estimate of the mean, but quantifying the uncertainty of the detected…

We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…

This dissertation presents a general framework for changepoint detection based on L0 model selection. The core method, Iteratively Reweighted Fused Lasso (IRFL), improves upon the generalized lasso by adaptively reweighting penalties to…

Feature selection has been proven a powerful preprocessing step for high-dimensional data analysis. However, most state-of-the-art methods tend to overlook the structural correlation information between pairwise samples, which may…

Detection of sparse signals arises in a wide range of modern scientific studies. The focus so far has been mainly on Gaussian mixture models. In this paper, we consider the detection problem under a general sparse mixture model and obtain…

We develop a novel methodology for detecting abrupt break points in mean functions of functional time series, adaptable to arbitrary sampling schemes. By employing B-spline smoothing, we introduce $\mathcal L_{\infty}$ and $\mathcal L_2$…

The channel estimation is one of important techniques to ensure reliable broadband signal transmission. Broadband channels are often modeled as a sparse channel. Comparing with traditional dense-assumption based linear channel estimation…

This paper characterizes the performance of massive multiuser spatial modulation MIMO systems, when a regularized form of the least-squares method is used for detection. For a generic distortion function and right unitarily invariant…