I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error

DOI10.1214/17-AOS1568zbMath1392.62215arXiv1507.01037OpenAlexW2964248738WikidataQ55265427 ScholiaQ55265427MaRDI QIDQ1750288

Tong Zhang, Han Liu, Qiang Sun, Jianqing Fan

Publication date: 18 May 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.01037

zbMATH Keywords

optimal rate of convergenceiteration complexityalgorithmic statisticslocal adaptive MMnonconvex statistical optimization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20)

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