Sharp Oracle Inequalities for Stationary Points of Nonconvex Penalized M-Estimators.
Andreas ElsenerSara A. van de GeerPublished in: IEEE Trans. Inf. Theory (2019)
Keyphrases
- stationary points
- fixed point
- sample average approximation
- nonlinear programming
- objective function
- mathematical programming
- sufficient conditions
- constrained optimization
- convergence analysis
- least squares
- mathematical program
- loss function
- maximum likelihood
- optimality conditions
- model selection
- linear programming
- polynomial equations
- optimization problems
- dynamic programming
- knapsack problem
- genetic algorithm