A continuous-time iteratively reweighted least squares algorithm for L_ estimation

DOI10.1007/978-3-030-28665-1_4MaRDI QIDQ2179549zbMATH OpenOpenAlexFDO

Authors Keith Knight

Publication date 13 May 2020

Full work available at URL https://doi.org/10.1007/978-3-030-28665-1_4

zbMATH Keywords

penalized regression estimationtotal variation denoising

Mathematics Subject Classification ID

General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Fast approximate L_ minimization: speeding up robust regression
• An efficient method for \(l^\infty\) regression
• scientific article; zbMATH DE number 37926
• An iterative algorithm for \(l_1\)-norm approximation in dynamic estimation problems
• Alternative methods of linear regression

Cited in

(1)

• Fast approximate L_ minimization: speeding up robust regression

This page was built for publication: A continuous-time iteratively reweighted least squares algorithm for \(L_\infty\) estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2179549)