Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty

DOI10.1007/s10463-011-0333-xzbMath1254.62021arXiv0901.0017OpenAlexW2006002490MaRDI QIDQ1926006

Stéphane Chrétien, Hervé Perdry, Alfred O. III Hero

Publication date: 27 December 2012

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.0017

zbMATH Keywords

EM algorithmmaximum likelihood estimationmodel selectionsparsitynonsmooth penaltyspace alternating algorithm

Mathematics Subject Classification ID

Uses Software

• EBayesThresh

Cites Work

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• 10.1162/15324430152748236
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• Coupling a stochastic approximation version of EM with an MCMC procedure
• On EM algorithms and their proximal generalizations
• Convex Analysis
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