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SUMMARY:The group fused Lasso for multiple change-point detection - Vert\,
  J-P (Mines ParisTech)
DTSTART:20140117T093000Z
DTEND:20140117T101500Z
UID:TALK50032@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:We present the group fused Lasso for detection of multiple cha
 nge-points shared by a set of co-occurring one-dimensional signals. Change
 -points are detected by approximating the original signals with a constrai
 nt on the multidimensional total variation\, leading to piecewise-constant
  approximations. Fast algorithms are proposed to solve the resulting optim
 ization problems\, either exactly or approximately. Conditions are given f
 or consistency of both algorithms as the number of signals increases\, and
  empirical evidence is provided to support the results on simulated and ar
 ray comparative genomic hybridization data.\n
LOCATION:Seminar Room 1\, Newton Institute
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