The Linear l1 Estimator and the Huber M-Estimator

DOI10.1137/S1052623495293160MaRDI QIDQ4389201zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Huber \(M\)-estimatordual solutions of least distance problemsleast norm solution of linear programslinear \(l_{1}\) estimator

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31) Uniqueness of best approximation (41A52) Approximation by arbitrary linear expressions (41A45)

Recommendations

• scientific article; zbMATH DE number 809188
• Asymptotic relations between L- and M-estimators in the linear model
• Finite computation of the \(\ell_1\) estimator from Huber's \(M\)-estimator in linear regression
• scientific article; zbMATH DE number 3958475
• The Mathematical Structure of Huber’s M-Estimator
• scientific article; zbMATH DE number 790618

Cited in

(22)

• A Cooperative Recurrent Neural Network for Solving L₁ Estimation Problems with General Linear Constraints
• 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
• Approximation in normed linear spaces
• Finite algorithms for robust linear regression
• Finite computation of the \(\ell_1\) estimator from Huber's \(M\)-estimator in linear regression
• Inexact half-quadratic optimization for linear inverse problems
• Sparse solutions to an underdetermined system of linear equations via penalized Huber loss
• Piecewise-linear pathways to the optimal solution set in linear programming
• A smooth inexact penalty reformulation of convex problems with linear constraints
• A phase model using the Huber norm for estimating point spread function under frozen flow hypothesis
• scientific article; zbMATH DE number 790618 (Why is no real title available?)
• 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
• An \(L_{1}\) estimation algorithm with degeneracy and linear constraints.
• scientific article; zbMATH DE number 766483 (Why is no real title available?)
• Generalized system identification with stable spline kernels

This page was built for publication: The Linear l₁ Estimator and the Huber M-Estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4389201)