Regularization of a parameter estimation problem using monotonicity and convexity constraints

DOI10.1051/PROC/201657086MaRDI QIDQ4606399zbMATH OpenOpenAlexFDO

Authors Sam Subbey

Publication date 7 March 2018

Published in ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1051/proc/201657086

zbMATH Keywords

regularizationconstrained optimizationnumerical exampleparameter estimatestock recruitment function

Mathematics Subject Classification ID

Point estimation (62F10) Numerical mathematical programming methods (65K05) Convex programming (90C25)

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Cites work

• scientific article; zbMATH DE number 3703310 (Why is no real title available?)
• scientific article; zbMATH DE number 3578234 (Why is no real title available?)
• scientific article; zbMATH DE number 1254002 (Why is no real title available?)
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• Linear optimization and approximation. An introduction to the theoretical analysis and numerical treatment of semi-infinite programs. Transl. from the German
• Numerical Optimization
• Real Analysis and Probability
• Statistical data analysis based on the \(L_1\)-norm and related methods. With the technical assistance of Giuseppe Melfi. Papers of the 4th international conference on statistical analysis on the \(L_1\)-norm and related methods, Neuchâtel, Switzerland,

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(1)

• The monotone error rule for parameter choice in regularization methods

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