On the total variation regularized estimator over the branched path graph
share
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 distance between jumps by the harmonic mean of the distances between jumps. 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 the branched path graph.
READ FULL TEXT