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Abstract Details
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Activity Number:
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636
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Type:
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Invited
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Date/Time:
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Thursday, August 2, 2012 : 10:30 AM to 12:20 PM
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Sponsor:
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SSC
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| Abstract - #303726 |
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Title:
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Fusion Estimation with $L_\Infty$ Forcing
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Author(s):
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Keith Knight*+
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Companies:
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University of Toronto
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Address:
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Department of Statistics, University of Toronto, Toronto, ON, M5S 3G3, Canada
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Keywords:
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fused lasso ;
$L_\infty$ estimation ;
constrained optimization
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Abstract:
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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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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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