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