A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations

DOI10.1214/21-STS832MaRDI QIDQ2163076

Jong-Shi Pang, Xiaoming Huo, Shanshan Cao

Publication date: 10 August 2022

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.07130

zbMATH Keywords

asymptotic optimalitymodel selection consistencynonconvex regularization(generalized) linear regressionDC algorithmsdifference of convex (DC) functionshigh-dimensional sparse estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound

Uses Software

• sparsenet

Cites Work

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