Consistency bounds and support recovery of d-stationary solutions of sparse sample average approximations

Author:

Ahn MijuORCID

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization,Computer Science Applications

Reference32 articles.

1. Ahn, M.: Difference-of-Convex Learning: Optimization with Non-convex Sparsity Functions. University of Southern California, Los Angeles (2018)

2. Ahn, M., Pang, J.S., Xin, J.: Difference of convex learning: directional stationarity, optimality and sparsity. SIAM J. Optim. 27(3), 1637–1665 (2017)

3. Bertsekas, D.P.: Nonlinear Programming, 2nd edn. Athena Scientific, Belmont (1999)

4. Springer Series in Statistics;P Bühlmann,2011

5. Bickel, B.J., Ritov, Y., Tsybakov, A.B.: Simultaneous analysis of LASSO and Dantzig selector. Ann. Stat> 37(4), 1705–1732 (2009)

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