A Stochastic Majorize-Minimize Subspace Algorithm for Online Penalized Least Squares Estimation

DOI10.1109/TSP.2017.2709265zbMath1414.94135OpenAlexW2963363119MaRDI QIDQ4621856

Emilie Chouzenoux, Jean-Christophe Pesquet

Publication date: 8 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2017.2709265

Mathematics Subject Classification ID

Stochastic programming (90C15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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