Sparse recovery via nonconvex regularized M-estimators over _q-balls
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Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell q\)-balls
Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell q\)-balls
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A general theory of concave regularization for high-dimensional sparse estimation problems
- A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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- Combining different procedures for adaptive regression
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Fast global convergence of gradient methods for high-dimensional statistical recovery
- Guaranteed minimum-rank solutions of linear matrix equations via nuclear norm minimization
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
- Measurement Error in Nonlinear Models
- Measurement error in Lasso: impact and likelihood bias correction
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
- Nearly unbiased variable selection under minimax concave penalty
- One-step sparse estimates in nonconcave penalized likelihood models
- Optimal adaptive estimation of linear functionals under sparsity
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
- Rate minimaxity of the Lasso and Dantzig selector for the \(l_{q}\) loss in \(l_{r}\) balls
- Regularization and Variable Selection Via the Elastic Net
- Regularized \(M\)-estimators with nonconvexity: statistical and algorithmic theory for local optima
- Simultaneous analysis of Lasso and Dantzig selector
- Stable signal recovery from incomplete and inaccurate measurements
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection using MM algorithms
Cited in
(15)- A general theory of concave regularization for high-dimensional sparse estimation problems
- Support recovery without incoherence: a case for nonconvex regularization
- SPOQ $\ell _p$-Over-$\ell _q$ Regularization for Sparse Signal Recovery Applied to Mass Spectrometry
- The slow, steady ascent of a hot solid sphere in a Newtonian fluid with strongly temperature-dependent viscosity
- Sparse recovery in probability via \(l_q\)-minimization with Weibull random matrices for \(0 < q\leq 1\)
- Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression
- Adaptive Huber trace regression with low-rank matrix parameter via nonconvex regularization
- Efficient learning with a family of nonconvex regularizers by redistributing nonconvexity
- Regularized \(M\)-estimators with nonconvexity: statistical and algorithmic theory for local optima
- Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method
- Fast global convergence of gradient methods for high-dimensional statistical recovery
- Sparse recovery via nonconvex regularized $M$-estimators over $\ell_q$-balls
- Approximate message passing for nonconvex sparse regularization with stability and asymptotic analysis
- Computational and statistical analyses for robust non-convex sparse regularized regression problem
- A class of null space conditions for sparse recovery via nonconvex, non-separable minimizations
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