The Linear l1 Estimator and the Huber M-Estimator
DOI10.1137/S1052623495293160zbMATH Open0914.90267OpenAlexW2018503235MaRDI QIDQ4389201FDOQ4389201
Authors: Wu Li, John Swetits 
Publication date: 12 May 1998
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623495293160
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Huber \(M\)-estimatordual solutions of least distance problemsleast norm solution of linear programslinear \(l_{1}\) estimator
Nonparametric robustness (62G35) Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31) Uniqueness of best approximation (41A52) Approximation by arbitrary linear expressions (41A45)
Cited In (22)
- Another look at Huber's estimator: a new minimax estimator in regression with stochastically bounded noise
- Minimizers of sparsity regularized Huber loss function
- A new algorithm for the Huber estimator in linear models
- Finite algorithms for robust linear regression
- Approximation in normed linear spaces
- Inexact half-quadratic optimization for linear inverse problems
- Finite computation of the \(\ell_1\) estimator from Huber's \(M\)-estimator in linear regression
- Sparse solutions to an underdetermined system of linear equations via penalized Huber loss
- A smooth inexact penalty reformulation of convex problems with linear constraints
- Piecewise-linear pathways to the optimal solution set in linear programming
- A phase model using the Huber norm for estimating point spread function under frozen flow hypothesis
- Title not available (Why is that?)
- Efficiency of minimizing compositions of convex functions and smooth maps
- Regularized gap function as penalty term for constrained minimization problems
- Necessary and Sufficient Conditions for Noiseless Sparse Recovery via Convex Quadratic Splines
- Minimizing the Moreau envelope of nonsmooth convex functions over the fixed point set of certain quasi-nonexpansive mappings
- Duality results and proximal solutions of the Huber \(M\)-estimator problem
- The \(p\) value line: a way to choose the tuning constant in tests based on the Huber M-estimator
- Title not available (Why is that?)
- An \(L_{1}\) estimation algorithm with degeneracy and linear constraints.
- Generalized system identification with stable spline kernels
- A Cooperative Recurrent Neural Network for Solving L1 Estimation Problems with General Linear Constraints
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