Global solutions to folded concave penalized nonconvex learning
From MaRDI portal
Publication:282459
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
global optimizationnonconvex quadratic programmingsparse recoveryMCPSCADfolded concave penaltieshigh-dimensional statistical learning
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
Cites Work
- Unnamed Item
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Global solutions to folded concave penalized nonconvex learning
- Testing a single regression coefficient in high dimensional linear models
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
- The linear ordering problem. Exact and heuristic methods in combinatorial optimization.
- Approximation algorithms for indefinite quadratic programming
- Global optimization algorithms for linearly constrained indefinite quadratic problems
- One-step sparse estimates in nonconcave penalized likelihood models
- A polyhedral study of nonconvex quadratic programs with box constraints
- Calibrating nonconvex penalized regression in ultra-high dimension
- High-dimensional graphs and variable selection with the Lasso
- Strong oracle optimality of folded concave penalized estimation
- Variable selection using MM algorithms
- Graph Implementations for Nonsmooth Convex Programs
- Forward Regression for Ultra-High Dimensional Variable Screening
- SparseNet: Coordinate Descent With Nonconvex Penalties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Feature Screening via Distance Correlation Learning
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Estimation And Selection Via Absolute Penalized Convex Minimization And Its Multistage Adaptive Applications
- Smoothly Clipped Absolute Deviation on High Dimensions
- Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
- Branch-and-Bound Methods: A Survey
- A general theory of concave regularization for high-dimensional sparse estimation problems
