Sparse Estimation with Math and R: 100 Exercises for Building Logic by Joe Suzuki

Author:Joe Suzuki
Language: eng
Format: epub, pdf
ISBN: 9789811614460
Publisher: Springer Singapore

Example 37

Fused Lasso can show not only the difference between the adjacencies of variables but also the second-order difference , the third-order difference , etc. Differences can be introduced in multiple layers, which is called trend filtering.

Using the function trendfilter prepared by genlasso, we smooth the , , data with added noise via a trend filtering of the order . This output is shown in Fig. 4.4.

Fig. 4.4Execution of Example 37 (output of the trend filtering procedure), in which the higher the order k, the more degrees of freedom the curve has, and the easier it is for the curve to follow the data

Download

Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.