Duality results and proximal solutions of the Huber \(M\)-estimator problem

DOI10.1007/BF01189455zbMath0815.47065MaRDI QIDQ1334928

V. Pereyra

Publication date: 26 September 1994

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

robustnessoptimal solutionsduality theoryproximal point algorithmestimator determinationHuber \(M\)-estimator problemoutliers separationpartial inverse method

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35) Convex programming (90C25) Monotone operators and generalizations (47H05) Duality theory (optimization) (49N15) Decomposition methods (49M27)

Related Items (4)

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 ⋮ Sharp non-asymptotic performance bounds for \(\ell_1\) and Huber robust regression estimators ⋮ Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise

Cites Work

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