We investigate the potential occurrence of change points—commonly referred to as “momentum shifts”—in the dynamics of football matches. For that purpose, we model minute-by-minute in-game statistics of Bundesliga matches using hidden Markov models (HMMs). To allow for within-state...

Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their generalizations like proximal Newton and quasi-Newton...