Estimating Shape Parameters of Piecewise Linear-Quadratic Problems
Piecewise Linear-Quadratic (PLQ) penalties are widely used to develop models in statistical inference, signal processing, and machine learning. Common examples of PLQ penalties include least squares, Huber, Vapnik, 1-norm, and their asymmetric generalizations. Properties of these estimators depend o...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Université de Montpellier
2021-09-01
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| Series: | Open Journal of Mathematical Optimization |
| Online Access: | https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.10/ |