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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...
Shranjeno v:
| izdano v: | Ann Stat |
|---|---|
| Main Authors: | , , |
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
2014
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| Teme: | |
| Online dostop: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4295817/ https://ncbi.nlm.nih.gov/pubmed/25598560 |
| Oznake: |
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