Trimmed Statistical Estimation via Variance Reduction
From MaRDI portal
Publication:5108267
DOI10.1287/moor.2019.0992zbMath1461.65120OpenAlexW2954224188MaRDI QIDQ5108267
Damek Davis, Aleksandr Y. Aravkin
Publication date: 30 April 2020
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2019.0992
nonconvex optimizationstochastic algorithmsnonsmoothtrimmed estimatorsanalysis of algorithms/computational complexityprogramming/nondifferentiableprogramming/nonlinear/algorithms
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Learning and adaptive systems in artificial intelligence (68T05)
Related Items
Trimmed Constrained Mixed Effects Models: Formulations and Algorithms, A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization, Relax-and-split method for nonconvex inverse problems, A Stochastic Proximal Alternating Minimization for Nonsmooth and Nonconvex Optimization, Robust and Scalable Methods for the Dynamic Mode Decomposition
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- On the least trimmed squares estimator
- Computing proximal points of nonconvex functions
- Error bounds and convergence analysis of feasible descent methods: A general approach
- Introductory lectures on convex optimization. A basic course.
- Nonsmooth analysis of eigenvalues
- A general family of trimmed estimators for robust high-dimensional data analysis
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Absolute value equation solution via concave minimization
- Least Median of Squares Regression
- Clarke Subgradients of Stratifiable Functions
- Trimmed Least Squares Estimation in the Linear Model
- Variational Analysis
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variational analysis of spectral functions simplified
- Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods
- A Proximal Stochastic Gradient Method with Progressive Variance Reduction
- The Łojasiewicz Inequality for Nonsmooth Subanalytic Functions with Applications to Subgradient Dynamical Systems
- Robust Statistics
- Convex analysis and monotone operator theory in Hilbert spaces
- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
