High-dimensional change-point estimation: Combining filtering with convex optimization.
Yong Sheng SohVenkat ChandrasekaranPublished in: ISIT (2015)
Keyphrases
- convex optimization
- change point
- high dimensional
- total variation
- interior point methods
- low rank
- primal dual
- change point detection
- low dimensional
- similarity search
- convex relaxation
- nearest neighbor
- dimensionality reduction
- norm minimization
- denoising
- multi dimensional
- gene expression data
- data points
- similarity measure