Convex and Nonconvex Risk-Based Linear Regression at Scale (Q6200158)
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scientific article; zbMATH DE number 7822544
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex and Nonconvex Risk-Based Linear Regression at Scale |
scientific article; zbMATH DE number 7822544 |
Statements
Convex and Nonconvex Risk-Based Linear Regression at Scale (English)
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22 March 2024
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risk measures
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(conditional) value-at-risk
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sparsity
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semismooth Newton
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augmented Lagrangian
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nonconvexity
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