折叠凹惩罚稀疏线性回归:局部解的稀疏性、统计性能与算法理论
Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions
Mathematical Programming · 2017
被引 38
ABS 4
- Hongcheng Liu
- Tao Yao
- Runze Li 通讯
- Yinyu Ye
计量经济学高维统计机器学习优化理论