Pages that link to "Item:Q482875"

The following pages link to Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875):

Displaying 33 items.

• Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
• Point source super-resolution via non-convex \(L_1\) based methods (Q333212) (← links)
• Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
• A theoretical understanding of self-paced learning (Q778415) (← links)
• Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
• Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (Q900968) (← links)
• Distributed testing and estimation under sparse high dimensional models (Q1650081) (← links)
• Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689) (← links)
• Pathwise coordinate optimization for sparse learning: algorithm and theory (Q1747736) (← links)
• I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
• Minimum average variance estimation with group Lasso for the multivariate response central mean subspace (Q2034465) (← links)
• A unified primal dual active set algorithm for nonconvex sparse recovery (Q2038299) (← links)
• Optimal sparsity testing in linear regression model (Q2040034) (← links)
• Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning (Q2073715) (← links)
• Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses (Q2091840) (← links)
• GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee (Q2135875) (← links)
• Bias versus non-convexity in compressed sensing (Q2155168) (← links)
• A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations (Q2163076) (← links)
• Nonconvex regularization for sparse neural networks (Q2168678) (← links)
• Dynamic behavior analysis via structured rank minimization (Q2193906) (← links)
• Sorted concave penalized regression (Q2284364) (← links)
• Computational and statistical analyses for robust non-convex sparse regularized regression problem (Q2317291) (← links)
• Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (Q2330643) (← links)
• Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary (Q2330649) (← links)
• Misspecified nonconvex statistical optimization for sparse phase retrieval (Q2425184) (← links)
• Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
• A primal and dual active set algorithm for truncated \(L_1\) regularized logistic regression (Q2691265) (← links)
• High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks (Q5060495) (← links)
• Hard Thresholding Regularised Logistic Regression: Theory and Algorithms (Q5061727) (← links)
• An unbiased approach to compressed sensing (Q5132273) (← links)
• Penalized Estimation of Frailty-Based Illness–Death Models for Semi-Competing Risks (Q6055738) (← links)
• Accelerate the warm-up stage in the Lasso computation via a homotopic approach (Q6115541) (← links)
• Best subset selection for high-dimensional non-smooth models using iterative hard thresholding (Q6494641) (← links)