Pages that link to "Item:Q5474417"
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The following pages link to On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions (Q5474417):
Displaying 10 items.
- Approximation accuracy, gradient methods, and error bound for structured convex optimization (Q607498) (← links)
- A coordinate gradient descent method for nonsmooth separable minimization (Q959979) (← links)
- Extracting volatility signal using maximum a posteriori estimation (Q1619844) (← links)
- Total variation-penalized Poisson likelihood estimation for ill-posed problems (Q2391072) (← links)
- Extreme-quantile tracking for financial time series (Q2451784) (← links)
- Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion (Q3077799) (← links)
- Efficient Threshold Selection for Multivariate Total Variation Denoising (Q3391178) (← links)
- Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient (Q4916514) (← links)
- BART-based inference for Poisson processes (Q6167043) (← links)
- On the practice of rescaling covariates (Q6574231) (← links)
