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Oscillation of metropolis-Hastings and simulated annealing algorithms around LASSO estimator - MaRDI portal

Oscillation of metropolis-Hastings and simulated annealing algorithms around LASSO estimator (Q2229034)

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Oscillation of metropolis-Hastings and simulated annealing algorithms around LASSO estimator
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    Oscillation of metropolis-Hastings and simulated annealing algorithms around LASSO estimator (English)
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    19 February 2021
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    penalized least squares
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    Lasso
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    Metropolis-Hasting algorithm
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    simulated annealing algorithm
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    Gibbs measures
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