Many least-square problems involve affine equality and inequality constraints. Although there are a variety of methods for solving such problems, most statisticians find constrained estimation chal…
Many problems in classification involve huge numbers of irrelevant features. Variable selection reveals the crucial features, reduces the dimensionality of feature space, and improves model interpr…
Building on previous research of Chi and Chi, this article revisits estimation in robust structured regression under the L2E criterion. We adopt the majorization-minimization (MM) principle to desi…
This paper studies the problem of maximizing the sum of traces of matrix quadratic forms on a product of Stiefel manifolds. This orthogonal trace-sum maximization (OTSM) problem generalizes many in…