High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
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Publication:693741
DOI10.1214/12-AOS1018zbMath1257.62063arXiv1109.3714MaRDI QIDQ693741
Martin J. Wainwright, Po-Ling Loh
Publication date: 10 December 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.3714
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
65K10: Numerical optimization and variational techniques
68W25: Approximation algorithms
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