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## JSM 2012 Online Program

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#### Abstract Details

 Activity Number: 636 Type: Invited Date/Time: Thursday, August 2, 2012 : 10:30 AM to 12:20 PM Sponsor: SSC Abstract - #303726 Title: Fusion Estimation with $L_\Infty$ Forcing Author(s): Keith Knight*+ Companies: University of Toronto Address: Department of Statistics, University of Toronto, Toronto, ON, M5S 3G3, Canada Keywords: fused lasso ; $L_\infty$ estimation ; constrained optimization Abstract: A number of methods (such as the fused lasso) have been proposed for estimating an unknown but blocky (piecewise constant) signal. Such methods can suffer from bias at and near the discontinuities in the signal. In this talk, we propose an estimation method that shrinks the $L_\infty$ norm of the residuals, thereby reducing bias.

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