Complexity of penalized likelihood estimation

DOI10.1080/00949650902773544zbMath1195.62035OpenAlexW2098539141MaRDI QIDQ3589973

Jie Chen, Xiaoming Huo

Publication date: 17 September 2010

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650902773544

zbMATH Keywords

regularizationNP-hardnesspenalized likelihood estimatorpenalized least absolute deviations regressionpenalized least squares estimatespenalized support vector machines

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Analysis of algorithms and problem complexity (68Q25) Nonparametric estimation (62G05) Learning and adaptive systems in artificial intelligence (68T05) Complexity and performance of numerical algorithms (65Y20)

Related Items (4)

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Cites Work

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• Sparse Approximate Solutions to Linear Systems
• Maximum penalized likelihood estimation. Vol. 1: Density estimation

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