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Latest News for May 24th, 2024

The Proximal Distance Principle for Constrained Estimation

ABSTRACT: Statistical methods often involve solving an optimization problem, such as in maximum likelihood estimation and regression. The addition of constraints, either to enforce a hard requirement in estimation or to regularize solutions, complicates matters. Fortunately, the rich theory of convex optimization provides ample tools for devising novel methods. In this talk, I present applications...