36 citations · 212 across the 30 of their papers we have counts for
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stat.CO2014★ 6 cited
Penalized versus constrained generalized eigenvalue problems
Irina Gaynanova, James Booth, Martin T. Wells
We investigate the difference between using an penalty versus an constraint in generalized eigenvalue problems, such as principal component analysis and discrimin…
stat.CO2010★ 23 cited
MM Algorithms for Minimizing Nonsmoothly Penalized Objective Functions
Elizabeth D. Schifano, Robert L. Strawderman, Martin T. Wells
In this paper, we propose a general class of algorithms for optimizing an extensive variety of nonsmoothly penalized objective functions that satisfy certain regularity conditions.…