The Linear l1 Estimator and the Huber M-Estimator

DOI10.1137/S1052623495293160zbMath0914.90267OpenAlexW2018503235MaRDI QIDQ4389201

Wu Li, John J. Swetits

Publication date: 12 May 1998

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623495293160

zbMATH Keywords

Huber \(M\)-estimatordual solutions of least distance problemsleast norm solution of linear programslinear \(l_{1}\) estimator

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31) Uniqueness of best approximation (41A52) Approximation by arbitrary linear expressions (41A45)

Related Items (15)

Sparse solutions to an underdetermined system of linear equations via penalized Huber loss ⋮ Minimizers of sparsity regularized Huber loss function ⋮ Minimizing the Moreau Envelope of Nonsmooth Convex Functions over the Fixed Point Set of Certain Quasi-Nonexpansive Mappings ⋮ Piecewise-linear pathways to the optimal solution set in linear programming ⋮ Generalized System Identification with Stable Spline Kernels ⋮ A Smooth Inexact Penalty Reformulation of Convex Problems with Linear Constraints ⋮ Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise ⋮ Inexact Half-Quadratic Optimization for Linear Inverse Problems ⋮ A phase model using the Huber norm for estimating point spread function under frozen flow hypothesis ⋮ A Cooperative Recurrent Neural Network for Solving L₁ Estimation Problems with General Linear Constraints ⋮ Regularized gap function as penalty term for constrained minimization problems ⋮ Efficiency of minimizing compositions of convex functions and smooth maps ⋮ Necessary and Sufficient Conditions for Noiseless Sparse Recovery via Convex Quadratic Splines ⋮ Approximation in normed linear spaces ⋮ An \(L_{1}\) estimation algorithm with degeneracy and linear constraints.

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