SparseRobust Estimation and Kalman Smoothing with Nonsmooth Log-Concave Densities: Modeling, Computation, and Theory.pdf
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@article{14:83,author={Aleksandr Y. Aravkin and James V. Burke and Gianluigi Pillonetto}, Title={SparseRobust Estimation and Kalman Smoothing with Nonsmooth Log-Concave Densities: Modeling, Computation, and Theory},journal={Journal of Machine Learning Research},volume={14}, url={http://jmlr.org/papers/volume14/aravkin13a/aravkin13a.pdf}}
SparseRobust Estimation and Kalman Smoothing with Nonsmooth Log-Concave Densities: Modeling, Computation, and Theory.pdf