In this paper, we consider the problem of determining the number of structural changes in multiple linear regression models via group fused Lasso. We show that with probability tending to one, our ...

Yanming Li, Bin Nan, Ji Zhu, Multivariate Sparse Group Lasso for the Multivariate Multiple Linear Regression with an Arbitrary Group Structure, Biometrics, Vol. 71, No. 2 (JUNE 2015), pp. 354-363 ...