@article{anefficientadmmalgorithmforstructural,
  title = {An Efficient ADMM Algorithm for Structural Break Detection in Multivariate Time Series},
  author = {Alex Tank and Emily B. Fox and Ali Shojaie},
  year = {2017},
  eprint = {1711.08392},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1711.08392v2},
}