The following pages link to (Q4821322):
Displaying 46 items.
- Damped Anderson Acceleration With Restarts and Monotonicity Control for Accelerating EM and EM-like Algorithms (Q112514) (← links)
- Optimal probabilistic generation of XML documents (Q269313) (← links)
- Fast fitting of joint models for longitudinal and event time data using a pseudo-adaptive Gaussian quadrature rule (Q425636) (← links)
- Smoothing proximal gradient method for general structured sparse regression (Q439167) (← links)
- A fast procedure for calculating importance weights in bootstrap sampling (Q452522) (← links)
- Comparison of the EM algorithm and alternatives (Q466860) (← links)
- Path following in the exact penalty method of convex programming (Q493687) (← links)
- Reconstructing DNA copy number by penalized estimation and imputation (Q542936) (← links)
- Two-dimensional density estimation using smooth invertible transformations (Q619784) (← links)
- Sparse frame DOA estimations via a rank-one correlation model for low SNR and limited snapshots (Q739462) (← links)
- Majorization minimization by coordinate descent for concave penalized generalized linear models (Q746337) (← links)
- The MM alternative to EM (Q906520) (← links)
- Sharp quadratic majorization in one dimension (Q961662) (← links)
- Influence diagnostics in nonlinear mixed-effects elliptical models (Q961905) (← links)
- Maximum likelihood computation based on the Fisher scoring and Gauss-Newton quadratic approximations (Q1020014) (← links)
- Parameter constraints in generalized linear latent variable models (Q1020070) (← links)
- Minimum disparity computation via the iteratively reweighted least integrated squares algorithms (Q1020662) (← links)
- A new MM algorithm for constrained estimation in the proportional hazards model (Q1623814) (← links)
- Regression analysis for the proportional hazards model with parameter constraints under case-cohort design (Q1662055) (← links)
- Matrix completion discriminant analysis (Q1663150) (← links)
- Majorization-minimization algorithms for nonsmoothly penalized objective functions (Q1952099) (← links)
- Maximum likelihood estimation of nonnegative trigonometric sum models using a Newton-like algorithm on manifolds (Q1952108) (← links)
- New closed-form bounds on the partition function (Q2036261) (← links)
- Joint reconstruction and low-rank decomposition for dynamic inverse problems (Q2128592) (← links)
- Fast thresholding algorithms with feedbacks for sparse signal recovery (Q2252504) (← links)
- Fast half-quadratic algorithm for image restoration and reconstruction (Q2294156) (← links)
- Convex clustering for binary data (Q2303059) (← links)
- An analytical model for solving generalized interval eigenvalue problem (Q2308191) (← links)
- Penalized empirical likelihood for the sparse Cox regression model (Q2317296) (← links)
- An interval algorithm for uncertain dynamic stability analysis (Q2335785) (← links)
- Variations and extension of the convex-concave procedure (Q2358020) (← links)
- MM algorithms for geometric and signomial programming (Q2436647) (← links)
- Fisher scoring: an interpolation family and its Monte Carlo implementations (Q2445629) (← links)
- Numerical Methods and Applications in Total Variation Image Restoration (Q2789828) (← links)
- Sparsest representations and approximations of an underdetermined linear system (Q4569345) (← links)
- Approximate penalization path for smoothly clipped absolute deviation (Q4912042) (← links)
- Nonlinear vertex discriminant analysis with reproducing kernels (Q4969832) (← links)
- Online Learning of a Weighted Selective Naive Bayes Classifier with Non-convex Optimization (Q5016640) (← links)
- JOINT MODEL PREDICTION AND APPLICATION TO INDIVIDUAL-LEVEL LOSS RESERVING (Q5067883) (← links)
- Statistical inference for generalized case-cohort design under the proportional hazards model with parameter constraints (Q5087519) (← links)
- LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE (Q5112017) (← links)
- Influence diagnostics in heteroscedastic and/or autoregressive nonlinear elliptical models for correlated data (Q5127016) (← links)
- Formal Proofs for Nonlinear Optimization (Q5195260) (← links)
- Nested coordinate descent algorithms for empirical likelihood (Q5219446) (← links)
- A Generalized Estimating Equation Method for Fitting Autocorrelated Ordinal Score Data with an Application in Horticultural Research (Q5757853) (← links)
- A quadratic upper bound algorithm for regression analysis of credit risk under the proportional hazards model with case-cohort data (Q6173558) (← links)
