Multiple Change-Points Estimation in Linear Regression Models via Sparse Group Lasso.

Bingwen Zhang Jun Geng Lifeng Lai

Published in: IEEE Trans. Signal Process. (2015)

Keyphrases

group lasso
variable selection
linear regression models
regression model
multi label learning
regression analysis
efficient optimization
convex optimization
multiple kernel learning
multi task
contingency tables
high dimensional
kernel methods
matrix factorization
low rank
linear regression model