Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty
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Publication:1926006
DOI10.1007/s10463-011-0333-xzbMath1254.62021arXiv0901.0017MaRDI QIDQ1926006
Stéphane Chrétien, Hervé Perdry, Alfred O. III Hero
Publication date: 27 December 2012
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0901.0017
EM algorithm; maximum likelihood estimation; model selection; sparsity; nonsmooth penalty; space alternating algorithm
Uses Software
Cites Work
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