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A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems
A General Iterative Shrinkage Thresholding Algorithm Non-convex Regularized Optimization Problems
2013/5/2
Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterp...
Nonparametric instrumental regression with non-convex constraints
Nonparametric instrumental regression non-convex constraints
2012/11/21
This paper considers the nonparametric regression model with an additive error that is dependent on the explanatory variables. As is common in empirical studies in epidemiology and economics, it also ...