Flexible Regularized Estimating Equations: Some New Perspectives [article]

Yi Yang, Yuwen Gu, Yue Zhao, Jun Fan
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
more » ... enalty functions. To our knowledge, these observations have never been presented in the literature before. We hope our new findings can lead to further research in both computational and theoretical aspects of regularized estimating equations.
arXiv:2110.11074v2 fatcat:6ccyjt77x5dz7hyzh5ysxv3g24