Name
Title | ||
|---|---|---|
Consistent Change Point Detection for Piecewise Constant Signals With Normalized Fused LASSO. |
Abstract | ||
|---|---|---|
We consider the problem of offline change point detection from noisy piecewise constant signals. We propose normalized fused LASSO (FL), an extension of the FL, obtained by normalizing the columns of the sensing matrix of the LASSO equivalent. We analyze the performance of the proposed method, and in particular, we show that it is consistent in detecting change points as the noise variance tends t... |
Year | DOI | Venue |
|---|---|---|
2017 | 10.1109/LSP.2017.2678516 | IEEE Signal Processing Letters |
Keywords | Field | DocType |
Noise measurement,Standards,Sensors,Noise level,Computational complexity,Computational modeling,Numerical models | Signal processing,Mathematical optimization,Normalization (statistics),Change detection,Noise measurement,Matrix (mathematics),Lasso (statistics),Mathematics,Piecewise,Computational complexity theory | Journal |
Volume | Issue | ISSN |
24 | 6 | 1070-9908 |
Citations | PageRank | References |
0 | 0.34 | 9 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Arash Owrang | 1 | 20 | 2.93 |
| Mohammadreza Malek-Mohammadi | 2 | 104 | 6.34 |
| Alexandre Proutiere | 3 | 558 | 40.94 |
| Magnus Jansson | 4 | 452 | 56.14 |