Back to Search Start Over

On the total variation regularized estimator over a class of tree graphs

Authors :
Ortelli, Francesco
van de Geer, Sara
Source :
Electronic Journal of Statistics, 12, 2018, 4517-4570
Publication Year :
2018

Abstract

We generalize to tree graphs obtained by connecting path graphs an oracle result obtained for the Fused Lasso over the path graph. Moreover we show that it is possible to substitute in the oracle inequality the minimum of the distances between jumps by their harmonic mean. In doing so we prove a lower bound on the compatibility constant for the total variation penalty. Our analysis leverages insights obtained for the path graph with one branch to understand the case of more general tree graphs. As a side result, we get insights into the irrepresentable condition for such tree graphs.<br />Comment: 42 pages

Details

Database :
arXiv
Journal :
Electronic Journal of Statistics, 12, 2018, 4517-4570
Publication Type :
Report
Accession number :
edsarx.1806.01009
Document Type :
Working Paper
Full Text :
https://doi.org/10.1214/18-EJS1519