• Corpus ID: 240420230

Flexible Regularized Estimating Equations: Some New Perspectives

  title={Flexible Regularized Estimating Equations: Some New Perspectives},
  author={Yi Yang and Yuwen Gu and Yue Zhao and Jun Fan},
  • Yi Yang, Yuwen Gu, +1 author Jun Fan
  • Published 21 October 2021
  • Mathematics
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 regularized estimating equation is equivalent to a fixed-point problem, specified by the proximal operator of the corresponding penalty. • A regularized estimating equation is equivalent to a generalized variational inequality. • Both equivalences extend to any estimating equations and any… 


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