Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls

DOI10.1016/j.csda.2020.107047OpenAlexW3041493066MaRDI QIDQ830557

Jen-Chih Yao, Chong Li, Dongya Wu, Xin Li, Jin-Hua Wang

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

zbMATH Keywords

convergence ratesparse recoveryproximal gradient methodstatistical consistencyrecovery boundnonconvex regularized \(M\)-estimators

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method ⋮ Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression

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