A general theory of concave regularization for high-dimensional sparse estimation problems (Q5965310)

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A general theory of concave regularization for high-dimensional sparse estimation problems

scientific article; zbMATH DE number 6549005

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English	A general theory of concave regularization for high-dimensional sparse estimation problems	scientific article; zbMATH DE number 6549005

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instance of

scholarly article

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title

A general theory of concave regularization for high-dimensional sparse estimation problems (English)

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3 March 2016

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full work available at URL

https://arxiv.org/abs/1108.4988

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https://projecteuclid.org/euclid.ss/1356098557

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zbMATH Keywords

concave regularization

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sparse recovery

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global solution

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local solution

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approximate solution

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oracle inequality

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variable selection

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describes a project that uses

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MaRDI publication profile

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cites work

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Identifiers

zbMATH Open document ID

1331.62353

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DOI

10.1214/12-STS399

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Mathematics Subject Classification ID

62J07

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zbMATH DE Number

6549005

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Sitelinks

Mathematics(1 entry)

mardi A general theory of concave regularization for high-dimensional sparse estimation problems