2 papers
math.OC2026
A Semismooth Newton-Based Proximal Augmented Lagrangian Method for Joint Estimation of Multiple Gaussian Graphical Models with Clustered Structure
Han Wang, Yue Liu, Yong-Jin Liu
In this paper, we consider a class of convex composite optimization problems arising from the joint estimation of clustered multiple Gaussian graphical models. The resulting model…
math.PR2023
Maximum Likelihood Estimation for Maximal Distribution under Sublinear Expectation
Xinpeng Li, Yue Liu, Jiaquan Lu
Maximum likelihood estimation is a common method of estimating the parameters of the probability distribution from a given sample. This paper aims to introduce the maximum likeliho…