• Corpus ID: 88516998

# Element-wise estimation error of a total variation regularized estimator for change point detection.

@article{Zhang2019ElementwiseEE,
title={Element-wise estimation error of a total variation regularized estimator for change point detection.},
author={Teng Zhang},
journal={arXiv: Statistics Theory},
year={2019}
}
• Teng Zhang
• Published 3 January 2019
• Mathematics
• arXiv: Statistics Theory
This work studies the total variation regularized $\ell_2$ estimator (fused lasso) in the setting of a change point detection problem. Compared with existing works that focus on the sum of squared estimation errors, we give bound on the element-wise estimation error. Our bound is nearly optimal in the sense that the sum of squared error matches the best existing result, up to a logarithmic factor. This analysis of the element-wise estimation error allows a screening method that can…
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