Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression

Xin Li (), Yaohua Hu (), Chong Li (), Xiaoqi Yang () and Tianzi Jiang ()
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Xin Li: Northwest University
Yaohua Hu: Shenzhen University
Chong Li: Zhejiang University
Xiaoqi Yang: The Hong Kong Polytechnic University
Tianzi Jiang: Chinese Academy of Sciences

Journal of Global Optimization, 2023, vol. 85, issue 2, No 3, 315-349

Abstract: Abstract The lower-order penalty optimization methods, including the $$\ell _q$$ ℓ q minimization method and the $$\ell _q$$ ℓ q regularization method $$(0

Keywords: Sparse optimization; Lower-order penalty methods; Restricted eigenvalue condition; Recovery bound (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s10898-022-01220-5

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