Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty

Stéphane Chrétien (), Alfred Hero () and Hervé Perdry ()

Annals of the Institute of Statistical Mathematics, 2012, vol. 64, issue 4, 809 pages

Keywords: EM algorithm; Maximum likelihood estimation; Sparsity; Model selection; Space alternating algorithm; Nonsmooth penalty (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s10463-011-0333-x

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