Načítá se...

STRONG ORACLE OPTIMALITY OF FOLDED CONCAVE PENALIZED ESTIMATION

Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A ch...

Celý popis

Uloženo v:
Podrobná bibliografie
Vydáno v:Ann Stat
Hlavní autoři: Fan, Jianqing, Xue, Lingzhou, Zou, Hui
Médium: Artigo
Jazyk:Inglês
Vydáno: 2014
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC4295817/
https://ncbi.nlm.nih.gov/pubmed/25598560
Tagy: Přidat tag
Žádné tagy, Buďte první, kdo otaguje tento záznam!