论文标题
融合的拉索在一般维度中几乎等渗信号近似
Fused Lasso Nearly Isotonic Signal Approximation in General Dimensions
论文作者
论文摘要
在本文中，我们介绍并研究了融合的Lasso近异构信号近似，这是融合套索和概括性近异构回归的组合。我们展示了这三个估计量如何相互关系，从而得出了解决一般问题的解决方案，表明它在计算上是可行的，并在分段单调性，稀疏性和拟合优度之间提供了权衡。同样，我们得出了近似值自由度的无偏估计量。
In this paper we introduce and study fused lasso nearly-isotonic signal approximation, which is a combination of fused lasso and generalized nearly-isotonic regression. We show how these three estimators relate to each other, derive solution to the general problem, show that it is computationally feasible and provides a trade-off between piecewise monotonicity, sparsity and goodness-of-fit. Also, we derive an unbiased estimator of the degrees of freedom of the approximator.
