Huber's M-Estimator on Underdetermined Problems

Huber's M-Estimator on Underdetermined Problems

Year:    1995

Author:    Jiao-Song Wang, Sheng-Rong Tang

Journal of Computational Mathematics, Vol. 13 (1995), Iss. 2 : pp. 130–143

Abstract

After surveying the theoretical aspects of Huber's $M$-estimator on underdetermined problems, two finite algorithms are presented. Both proceed in a constructive manner by moving from one partition to an adjacent one. One of the algorithm, which uses the tuning constant as a continuation parameter, also has the facility to simultaneously estimate the tuning constant and scaling factor. Stable and efficient implementation of the algorithms is presented together with numerical results. The $L_1$-norm problem is mentioned as a special case.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/1995-JCM-9256

Journal of Computational Mathematics, Vol. 13 (1995), Iss. 2 : pp. 130–143

Published online:    1995-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    14

Keywords:   

Author Details

Jiao-Song Wang

Sheng-Rong Tang