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GLOBAL SOLUTIONS TO FOLDED CONCAVE PENALIZED NONCONVEX LEARNING

This paper is concerned with solving nonconvex learning problems with folded concave penalty. Despite that their global solutions entail desirable statistical properties, there lack optimization techniques that guarantee global optimality in a general setting. In this paper, we show that a class of...

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Detalhes bibliográficos
Publicado no:Ann Stat
Main Authors: Liu, Hongcheng, Yao, Tao, Li, Runze
Formato: Artigo
Idioma:Inglês
Publicado em: 2016
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4851172/
https://ncbi.nlm.nih.gov/pubmed/27141126
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/15-AOS1380
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