Sparse/Robust Estimation and Kalman Smoothing with Nonsmooth Log-Concave Densities: Modeling, Computation, and Theory (Q2933910)

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Sparse/Robust Estimation and Kalman Smoothing with Nonsmooth Log-Concave Densities: Modeling, Computation, and Theory
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    8 December 2014
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    statistical modeling
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    convex analysis
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    nonsmooth optimization
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    robust inference
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    sparsity optimization
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    Kalman smoothing
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    interior point methods
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    stat.ML
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    math.OC
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    math.ST
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    stat.TH
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