skip to content
 

The group fused Lasso for multiple change-point detection

Presented by: 
J-P Vert [Mines Paristech]
Date: 
Friday 17th January 2014 - 09:30 to 10:15
Venue: 
INI Seminar Room 1
Abstract: 
We present the group fused Lasso for detection of multiple change-points shared by a set of co-occurring one-dimensional signals. Change-points are detected by approximating the original signals with a constraint on the multidimensional total variation, leading to piecewise-constant approximations. Fast algorithms are proposed to solve the resulting optimization problems, either exactly or approximately. Conditions are given for consistency of both algorithms as the number of signals increases, and empirical evidence is provided to support the results on simulated and array comparative genomic hybridization data.
The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons