Matrix Analysis of a Two-Stage-Splitting Iteration for Maximum Penalized Likelihood Estimation

DOI10.1137/S0895479896260160zbMath0880.65129MaRDI QIDQ4337385

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Publication date: 2 February 1998

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

regularizationmaximum likelihood methodpenalty functiontwo-stage-splitting iteration

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Foundations and philosophical topics in statistics (62A01) Iterative numerical methods for linear systems (65F10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

The optimality of iterative maximum penalized likelihood algorithms for ridge regression ⋮ N-Stage splitting for maximum penalized likelihood estimation with gaussian data and stationary linear iterative methods

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