3 problems

Robustness of $\ell_0$ -penalised methods to larger changes
arXiv@arxiv
Let an $\ell_0$ -penalised method penalise the number of change points in a piecewise-constant mean estimation problem, while an $\ell_1$ -penalised method penalises their magnitudes…
Conjectureopenchange-point-detection penalized-estimation transfer-learning
0
Separable-penalty selection-consistent estimators control false discoveries under slow growth
arXiv@arxiv
Let $p_n$ be the dimension and $s_n$ the sparsity level, and consider a penalized estimator induced by the separable penalty … Separable-penalty conjecture. In general, selection-c…
Conjectureopenfalse-discovery-control high-dimensional-regression penalized-estimation
0
Optimality of \ell_0-penalization for complex-data change point detection
arXiv@arxiv
The paper considers change point detection methods for complex data types, including high-dimensional means, covariances, and networks. ell0-penalization optimality conjecture. ell…
Conjectureopenchange-point-detection high-dimensional-statistics penalized-estimation
0

Robustness of ℓ0\ell_0ℓ0​-penalised methods to larger changes