
A very fast noniterative algorithm is proposed for denoising or smoothing one-dimensional discrete signals, by solving the total variation regularized least-squares problem or the related fused lasso problem. A C code implementation is available on the web page of the author.
fused lasso, total variation, nonlinear smoothing, [INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing, denoising, taut string, convex nonsmooth optimization, non-parametric regression, [SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processing, regularized least-squares, 510
fused lasso, total variation, nonlinear smoothing, [INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing, denoising, taut string, convex nonsmooth optimization, non-parametric regression, [SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processing, regularized least-squares, 510
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