Publication Date:
2020-01-29
Description:
Summary The fused lasso, also known as total-variation denoising, is a locally adaptive function estimator over a regular grid of design points. In this article, we extend the fused lasso to settings in which the points do not occur on a regular grid, leading to a method for nonparametric regression. This approach, which we call the $K$-nearest-neighbours fused lasso, involves computing the $K$-nearest-neighbours graph of the design points and then performing the fused lasso over this graph. We show that this procedure has a number of theoretical advantages over competing methods: specifically, it inherits local adaptivity from its connection to the fused lasso, and it inherits manifold adaptivity from its connection to the $K$-nearest-neighbours approach. In a simulation study and an application to flu data, we show that excellent results are obtained. For completeness, we also study an estimator that makes use of an $epsilon$-graph rather than a $K$-nearest-neighbours graph and contrast it with the $K$-nearest-neighbours fused lasso.
Print ISSN:
0006-3444
Electronic ISSN:
1464-3510
Topics:
Biology
,
Mathematics
,
Medicine
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