Sharp Oracle Inequalities for Stationary Points of Nonconvex Penalized M-Estimators

DOI10.1109/TIT.2018.2863700zbMath1432.62062arXiv1802.09733OpenAlexW2963337147MaRDI QIDQ4629908

Andreas Elsener, Sara van de Geer

Publication date: 28 March 2019

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.09733

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Robustness and adaptive procedures (parametric inference) (62F35) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26)

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