Sparse recovery via nonconvex regularized M-estimators over _q-balls

DOI10.1016/J.CSDA.2020.107047OpenAlexW3041493066MaRDI QIDQ830557FDOQ830557

Jen-Chih Yao, Xin Li, J. H. Wang, C. Li, Dongya Wu

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.08061

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zbMATH Keywords

proximal gradient methodsparse recoveryconvergence ratestatistical consistencyrecovery boundnonconvex regularized \(M\)-estimators

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
• Adaptive Minimax Estimation over Sparse $\ell_q$-Hulls
• Fast global convergence of gradient methods for high-dimensional statistical recovery
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Cited In (7)

• Sparse recovery via nonconvex regularized $M$-estimators over $\ell_q$-balls
• 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
• Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method

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