Global solutions to folded concave penalized nonconvex learning

DOI10.1214/15-AOS1380zbMath1337.62163arXiv1603.07531WikidataQ40816528 ScholiaQ40816528MaRDI QIDQ282459

Hongcheng Liu, Tao Yao, Run-Ze Li

Publication date: 12 May 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.07531

zbMATH Keywords

global optimizationnonconvex quadratic programmingsparse recoveryMCPSCADfolded concave penaltieshigh-dimensional statistical learning

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

Global solutions to folded concave penalized nonconvex learning, Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions, Projection Test for Mean Vector in High Dimensions, Tractable ADMM schemes for computing KKT points and local minimizers for \(\ell_0\)-minimization problems, A unified primal dual active set algorithm for nonconvex sparse recovery, Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming

Uses Software

• CVX
• sparsenet

Cites Work

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