The following pages link to The Concave-Convex Procedure (Q4408935):
Displaying 50 items.
- Robust moderately clipped LASSO for simultaneous outlier detection and variable selection (Q2091331) (← links)
- A convex relaxation framework consisting of a primal-dual alternative algorithm for solving \(\ell_0\) sparsity-induced optimization problems with application to signal recovery based image restoration (Q2095175) (← links)
- Data clustering based on the modified relaxation Cheeger cut model (Q2115038) (← links)
- Penalized generalized estimating equations approach to longitudinal data with multinomial responses (Q2132028) (← links)
- DC semidefinite programming and cone constrained DC optimization. I: Theory (Q2149953) (← links)
- A generalized proximal linearized algorithm for DC functions with application to the optimal size of the firm problem (Q2158622) (← links)
- Revisiting strategies for fitting logistic regression for positive and unlabeled data (Q2162143) (← links)
- A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations (Q2163076) (← links)
- Oscillations in mixed-feedback systems (Q2169789) (← links)
- Robust support vector regression with generic quadratic nonconvex \(\varepsilon\)-insensitive loss (Q2174697) (← links)
- A robust outlier control framework for classification designed with family of homotopy loss function (Q2188214) (← links)
- Large-scale regression with non-convex loss and penalty (Q2192647) (← links)
- Robust regularized extreme learning machine for regression with non-convex loss function via DC program (Q2200186) (← links)
- Kernel machines with missing responses (Q2209830) (← links)
- Minimizing a sum of clipped convex functions (Q2228412) (← links)
- Optimal portfolio deleveraging under market impact and margin restrictions (Q2240011) (← links)
- Optimization of robust loss functions for weakly-labeled image taxonomies (Q2254258) (← links)
- Diffuse interface methods for multiclass segmentation of high-dimensional data (Q2349239) (← links)
- Variations and extension of the convex-concave procedure (Q2358020) (← links)
- Majorization-minimization generalized Krylov subspace methods for \({\ell _p}\)-\({\ell _q}\) optimization applied to image restoration (Q2359752) (← links)
- Binary classification via spherical separator by DC programming and DCA (Q2393067) (← links)
- Multiclass maximum margin clustering via immune evolutionary algorithm for automatic diagnosis of electrocardiogram arrhythmias (Q2396485) (← links)
- Convergence of the graph Allen-Cahn scheme (Q2403245) (← links)
- Penalized expectile regression: an alternative to penalized quantile regression (Q2414951) (← links)
- A normalized gradient flow method with attractive-repulsive splitting for computing ground states of Bose-Einstein condensates with higher-order interaction (Q2424519) (← links)
- Computation of the maximum likelihood estimator in low-rank factor analysis (Q2425172) (← links)
- Calibrating nonconvex penalized regression in ultra-high dimension (Q2438760) (← links)
- A DC programming approach for feature selection in support vector machines learning (Q2442767) (← links)
- A sparse large margin semi-supervised learning method (Q2511744) (← links)
- Efficient nonsmooth nonconvex optimization for image restoration and segmentation (Q2515532) (← links)
- Exponential squared loss based robust variable selection of AR models (Q2673830) (← links)
- Diffuse interface models on graphs for classification of high dimensional data (Q2805269) (← links)
- Coordinate Coding on the Riemannian Manifold of Symmetric Positive-Definite Matrices for Image Classification (Q2807065) (← links)
- MIMO PID tuning via iterated LMI restriction (Q2817329) (← links)
- Learning sparse classifiers with difference of convex functions algorithms (Q2867410) (← links)
- Least squares twin support vector machine classification via maximum one-class within class variance (Q2885463) (← links)
- Training robust support vector regression with smooth non-convex loss function (Q2905346) (← links)
- A proof of convergence of the concave-convex procedure using Zangwill's theory (Q2919411) (← links)
- Multiple kernel learning with gaussianity measures (Q2919423) (← links)
- CCCP Algorithms to Minimize the Bethe and Kikuchi Free Energies: Convergent Alternatives to Belief Propagation (Q3150013) (← links)
- DC Programming and DCA for General DC Programs (Q3192952) (← links)
- Skew Jensen-Bregman Voronoi Diagrams (Q3223927) (← links)
- A closedness condition and its applications to DC programs with convex constraints (Q3577846) (← links)
- Sequential Convex Programming for Computing Information-Theoretic Minimal Partitions: Nonconvex Nonsmooth Optimization (Q4689645) (← links)
- Stochastic Reasoning, Free Energy, and Information Geometry (Q4823701) (← links)
- Approximate penalization path for smoothly clipped absolute deviation (Q4912042) (← links)
- Multiplicative Updates for NMF with $\beta$-Divergences under Disjoint Equality Constraints (Q4994438) (← links)
- (Q5053276) (← links)
- Confidence Bands for a Log-Concave Density (Q5057281) (← links)
- A hybrid method for solving non-convex min–max quadratic fractional problems under quadratic constraints (Q5057970) (← links)
