Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty
| Year of publication: |
2012
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|---|---|
| Authors: | Chrétien, Stéphane ; Hero, Alfred ; Perdry, Hervé |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 64.2012, 4, p. 791-809
|
| Publisher: |
Springer |
| Subject: | EM algorithm | Maximum likelihood estimation | Sparsity | Model selection | Space alternating algorithm | Nonsmooth penalty |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010558358