Perspective maximum likelihood-type estimation via proximal decomposition

DOI10.1214/19-EJS1662zbMath1440.90045arXiv1805.06098OpenAlexW3000190659MaRDI QIDQ2286365

Christian L. Müller, Patrick L. Combettes

Publication date: 22 January 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.06098

zbMATH Keywords

convex optimizationrobust regressionproximal algorithmheteroscedastic modelperspective functionconcomitant M-estimator

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) General nonlinear regression (62J02) Convex programming (90C25) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (2)

Multivariate Monotone Inclusions in Saddle Form ⋮ Enhanced computation of the proximity operator for perspective functions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimating the error variance in a high-dimensional linear model
• \(\ell_{1}\)-penalization for mixture regression models
• Comments on: \(\ell_{1}\)-penalization for mixture regression models
• Simultaneous estimation and variable selection in median regression using Lasso-type penalty
• Wavelet methods in statistics: some recent developments and their applications
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• Perspective functions: properties, constructions, and examples
• Regularizers for structured sparsity
• Robust regression through the Huber's criterion and adaptive lasso penalty
• The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods
• Error bounds for the convex loss Lasso in linear models
• Perspective functions: proximal calculus and applications in high-dimensional statistics
• Asynchronous block-iterative primal-dual decomposition methods for monotone inclusions
• Adaptive piecewise polynomial estimation via trend filtering
• The adaptive BerHu penalty in robust regression
• High-Dimensional Heteroscedastic Regression with an Application to eQTL Data Analysis
• Optimization with Sparsity-Inducing Penalties
• Outlier Detection Using Nonconvex Penalized Regression
• Scaled sparse linear regression
• A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality
• Proximal Thresholding Algorithm for Minimization over Orthonormal Bases
• Splitting Algorithms for the Sum of Two Nonlinear Operators
• Gap Safe screening rules for sparsity enforcing penalties
• Robust linear regression: A review and comparison
• Sparsity and Smoothness Via the Fused Lasso
• A Statistical View of Some Chemometrics Regression Tools
• Regularization and Variable Selection Via the Elastic Net
• Signal Recovery by Proximal Forward-Backward Splitting
• Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping
• Robust Estimation of a Location Parameter
• Convex Analysis
• A variational formulation for frame-based inverse problems
• Convex analysis and monotone operator theory in Hilbert spaces
• Robust Statistics

This page was built for publication: Perspective maximum likelihood-type estimation via proximal decomposition