In this paper we introduce and study fused lasso nearly-isotonic signal approximation, which is a combination of fused lasso and nearly-isotonic regression. We show how these three estimators relate to each other, derive solution to the general problem, show that it is computationally feasible and provides a trade-off between piecewise monotonicity, sparsity and goodness-of-fit. Also, we derive the degrees of freedom.
翻译:在本文中,我们介绍并研究结合了的拉索近同位素信号近似,这是结合了引信的拉索和近同位素回归的组合。我们展示了这三个测算器之间的关系,找出了解决一般问题的办法,表明它在计算上是可行的,并提供了分片单一度、宽度和适中性之间的权衡。此外,我们还获得了自由度。