Solving High-Dimensional Problems in Statistical Modelling: A Comparative Study

In this work, we present numerical methods appropriate for parameter estimation in high-dimensional statistical modelling. The solution of these problems is not unique and a crucial question arises regarding the way that a solution can be found. A common choice is to keep the corresponding solution...

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Bibliographic Details
Main Authors: Stamatis Choudalakis, Marilena Mitrouli, Athanasios Polychronou, Paraskevi Roupa
Format: Article
Language:English
Published: MDPI AG 2021-07-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/9/15/1806