Pages that link to "Item:Q741793"

The following pages link to Fast global convergence of gradient methods for high-dimensional statistical recovery (Q741793):

Displaying 50 items.

• Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
• On the linear convergence of the approximate proximal splitting method for non-smooth convex optimization (Q489108) (← links)
• Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models (Q495344) (← links)
• High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity (Q693741) (← links)
• Fast global convergence of gradient methods for high-dimensional statistical recovery (Q741793) (← links)
• Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls (Q830557) (← links)
• Convex relaxation algorithm for a structured simultaneous low-rank and sparse recovery problem (Q888314) (← links)
• I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
• Local and global convergence of a general inertial proximal splitting scheme for minimizing composite functions (Q2013141) (← links)
• Stochastic greedy algorithms for multiple measurement vectors (Q2028927) (← links)
• The cost of privacy: optimal rates of convergence for parameter estimation with differential privacy (Q2054532) (← links)
• Variational analysis perspective on linear convergence of some first order methods for nonsmooth convex optimization problems (Q2070400) (← links)
• Robust non-parametric regression via incoherent subspace projections (Q2071515) (← links)
• Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning (Q2073715) (← links)
• Gradient projection Newton algorithm for sparse collaborative learning using synthetic and real datasets of applications (Q2104053) (← links)
• Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
• GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee (Q2135875) (← links)
• A data-driven line search rule for support recovery in high-dimensional data analysis (Q2157522) (← links)
• Gradient projection Newton pursuit for sparsity constrained optimization (Q2168680) (← links)
• Statistical inference for model parameters in stochastic gradient descent (Q2176618) (← links)
• Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
• Sorted concave penalized regression (Q2284364) (← links)
• Computational and statistical analyses for robust non-convex sparse regularized regression problem (Q2317291) (← links)
• Sparse principal component analysis with missing observations (Q2318671) (← links)
• An adaptive accelerated proximal gradient method and its homotopy continuation for sparse optimization (Q2352420) (← links)
• A simple homotopy proximal mapping algorithm for compressive sensing (Q2425244) (← links)
• Structure estimation for discrete graphical models: generalized covariance matrices and their inverses (Q2443211) (← links)
• Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series (Q2447653) (← links)
• Proximal Markov chain Monte Carlo algorithms (Q2628880) (← links)
• Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression (Q2687439) (← links)
• A greedy Newton-type method for multiple sparse constraint problem (Q2696970) (← links)
• Sparse Learning for Large-Scale and High-Dimensional Data: A Randomized Convex-Concave Optimization Approach (Q2830269) (← links)
• Activity Identification and Local Linear Convergence of Forward--Backward-type Methods (Q2968179) (← links)
• Score test variable screening (Q3465363) (← links)
• (Q4558147) (← links)
• (Q4558490) (← links)
• A Tight Bound of Hard Thresholding (Q4558539) (← links)
• (Q4637046) (← links)
• Poisson Regression With Error Corrupted High Dimensional Features (Q5041344) (← links)
• A robust high dimensional estimation of a finite mixture of the generalized linear model (Q5092682) (← links)
• An Equivalence between Critical Points for Rank Constraints Versus Low-Rank Factorizations (Q5131960) (← links)
• (Q5149019) (← links)
• THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842) (← links)
• Local linear convergence analysis of Primal–Dual splitting methods (Q5745166) (← links)
• On the finite-sample analysis of \(\Theta\)-estimators (Q5890849) (← links)
• On the finite-sample analysis of \(\Theta\)-estimators (Q5899659) (← links)
• Sharp global convergence guarantees for iterative nonconvex optimization with random data (Q6046308) (← links)
• Functional Group Bridge for Simultaneous Regression and Support Estimation (Q6055875) (← links)
• Sparse estimation in high-dimensional linear errors-in-variables regression via a covariate relaxation method (Q6089205) (← links)
• Sparse Laplacian shrinkage for nonparametric transformation survival model (Q6096186) (← links)