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Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
Regularized M-estimators nonconvexity Statistical algorithmic theory local optima
2013/6/14
We establish theoretical results concerning all local optima of various regularized M-estimators, where both loss and penalty functions are allowed to be nonconvex. Our results show that as long as th...
Algorithmic and Statistical Perspectives on Large-Scale Data Analysis
Algorithmic Statistical Perspectives Large-Scale Data Analysis
2010/10/19
In recent years, ideas from statistics and scientific computing have begun to interact in increasingly sophisticated and fruitful ways with ideas from computer science and the theory of algorithms to...