Sparse recovery via nonconvex regularized $M$-estimators over $\ell_q$-balls
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Publication:6329452
DOI10.1016/J.CSDA.2020.107047zbMath1510.62063arXiv1911.08061MaRDI QIDQ6329452
Xin Li, Dongya Wu, Chong Li, Jen-Chih Yao, Jinhua Wang
Publication date: 18 November 2019
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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