On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding.
Benedikt M. PötscherHannes LeebPublished in: J. Multivar. Anal. (2009)
Keyphrases
- maximum likelihood
- maximum likelihood estimator
- gaussian distribution
- exponential family
- parameter estimation
- least squares
- em algorithm
- maximum likelihood estimates
- likelihood function
- expectation maximization
- edge detection
- hyperparameters
- data distribution
- mixture model
- probability density function
- image processing
- gaussian mixture model
- gray level
- image segmentation
- maximum a posteriori
- random variables
- linear regression
- post processing
- confidence intervals
- regularization parameter
- probability distribution
- image sequences
- thresholding method
- machine learning
- asymptotic properties