Pages that link to "Item:Q5502126"

The following pages link to Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima (Q5502126):

Displaying 50 items.

• Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
• Minimum distance Lasso for robust high-dimensional regression (Q286223) (← links)
• Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model (Q670138) (← links)
• Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
• Functional additive regression (Q888512) (← links)
• A general family of trimmed estimators for robust high-dimensional data analysis (Q1616324) (← links)
• Distributed testing and estimation under sparse high dimensional models (Q1650081) (← links)
• Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689) (← links)
• Pathwise coordinate optimization for sparse learning: algorithm and theory (Q1747736) (← links)
• I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
• Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models (Q1990586) (← links)
• Restricted strong convexity implies weak submodularity (Q1990594) (← links)
• Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates (Q2008214) (← links)
• Consistency bounds and support recovery of d-stationary solutions of sparse sample average approximations (Q2022171) (← links)
• Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)
• Minimum average variance estimation with group Lasso for the multivariate response central mean subspace (Q2034465) (← links)
• A unified primal dual active set algorithm for nonconvex sparse recovery (Q2038299) (← links)
• Bi-selection in the high-dimensional additive hazards regression model (Q2044320) (← links)
• Graphical-model based high dimensional generalized linear models (Q2044367) (← links)
• Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416) (← links)
• The cost of privacy: optimal rates of convergence for parameter estimation with differential privacy (Q2054532) (← links)
• Wavelet-based robust estimation and variable selection in nonparametric additive models (Q2066754) (← links)
• Sparse classification: a scalable discrete optimization perspective (Q2071494) (← links)
• Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning (Q2073715) (← links)
• The finite sample properties of sparse M-estimators with pseudo-observations (Q2075446) (← links)
• Asymptotic linear expansion of regularized M-estimators (Q2075454) (← links)
• Nonregular and minimax estimation of individualized thresholds in high dimension with binary responses (Q2091840) (← links)
• Penalized wavelet estimation and robust denoising for irregular spaced data (Q2095705) (← links)
• High-dimensional linear regression with hard thresholding regularization: theory and algorithm (Q2097492) (← links)
• On an extension of the promotion time cure model (Q2119242) (← links)
• Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
• A high-dimensional M-estimator framework for bi-level variable selection (Q2135521) (← links)
• GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee (Q2135875) (← links)
• On two recent nonconvex penalties for regularization in machine learning (Q2143527) (← links)
• Bias versus non-convexity in compressed sensing (Q2155168) (← links)
• Nonconvex regularization for sparse neural networks (Q2168678) (← links)
• Matrix completion with nonconvex regularization: spectral operators and scalable algorithms (Q2195855) (← links)
• Statistical analysis of sparse approximate factor models (Q2199708) (← links)
• Lower bounds for finding stationary points I (Q2205972) (← links)
• Finite-sample analysis of \(M\)-estimators using self-concordance (Q2219231) (← links)
• Sorted concave penalized regression (Q2284364) (← links)
• Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects (Q2316730) (← links)
• Computational and statistical analyses for robust non-convex sparse regularized regression problem (Q2317291) (← links)
• Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (Q2330643) (← links)
• Optimality condition and complexity analysis for linearly-constrained optimization without differentiability on the boundary (Q2330649) (← links)
• Misspecified nonconvex statistical optimization for sparse phase retrieval (Q2425184) (← links)
• Endogeneity in high dimensions (Q2510821) (← links)
• Penalised robust estimators for sparse and high-dimensional linear models (Q2664993) (← links)
• Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression (Q2687439) (← links)