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Flexible Regularized Estimating Equations: Some New Perspectives
[article]
2021
arXiv
pre-print
In this note, we make some observations about the equivalences between regularized estimating equations, fixed-point problems and variational inequalities. A summary of our findings is given below: (a) A regularized estimating equation is equivalent to a fixed-point problem, specified by the proximal operator of the corresponding penalty; (b) A regularized estimating equation is equivalent to a generalized variational inequality; (c) Both equivalences extend to any estimating equations and any
arXiv:2110.11074v2
fatcat:6ccyjt77x5dz7hyzh5ysxv3g24