The optimality of iterative maximum penalized likelihood algorithms for ridge regression

DOI10.1016/0893-9659(94)90007-8MaRDI QIDQ1334819zbMATH OpenOpenAlexFDO

Authors V. Pereyra

Publication date 22 September 1994

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0893-9659(94)90007-8

zbMATH Keywords

EM algorithmlinear stationary methods of the first degreeone-step-late algorithmoptimum extrapolated methodsOSL algorithmsridge regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

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• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Matrix Analysis of a Two-Stage-Splitting Iteration for Maximum Penalized Likelihood Estimation
• Nonparametric Roughness Penalties for Probability Densities
• Ridge Regression: Applications to Nonorthogonal Problems

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(3)

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