xuehens / fused-lasso

R implementation of Fused Lasso

Fused Lasso

This package includes a fused lasso implementation in R, based on Tibshirani et al. (2005) “Sparsity and Smoothness via the Fused Lasso.”

This implementation was created as a final project in Stat 771 - Statistical Computing. The final paper, fused-lasso-explanation.pdf, has a brief explanation of fused lasso and some experiments comparing it to the BM3D algorithm (Dabov et al. 2007) for an image de-noising task.

References

Dabov, K., A. Foi, V. Katkovnik, and K. O. Egiazarian. 2007. “Image Denoising by Sparse 3-d Transform Domain Collaborative Filtering.” IEEE Transactions on Image Processing 16 (8): 2080–95. http://dl.acm.org/citation.cfm?id=2319074.2321415.

Tibshirani, R., M. A. Saunders, S. Rosset, J. Zhu, and K. Knight. 2005. “Sparsity and Smoothness via the Fused Lasso.” Journal of the Royal Statistical Society Series B-Statistical Methodology 67 (1): 91–108. http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9868.2005.00490.x/abstract.