MCP正则组稀疏问题的稳定点分析
作者:唐琦 彭定涛
来源:《贵州大学学报(自然科学版)》2020年第04期
truncated normal distribution 摘 要:本文考虑无约束组稀疏回归问题,其损失函数为凸函数,正则项为MCP(minimax concave penalty),主要刻画该问题的两类稳定点。首先,给出d-稳定点以及critical点的具体刻画,并且证明了这两类稳定点的关系;其次,分析d-稳定点与问题局部解的关系;最后,证明了该模型的下界性质。
关键词:组稀疏问题;MCP正则;d-稳定点;critical点;下界性质
中图分类号:O224 文献标识码: A
参考文献:
[1]YUAN M, LIN Y. Model selection and estimation in regression with groupedvariables[J]. Journal of the Royal Statistical Society, 2006, 68(1): 49-67.
[2]HU Y H, LI C, MENG K W, et al. Group sparse optimization via p, q regularization[J]. Journal of Machine Learning Research, 2017, 18(1): 960-1011.
[3]JIAO Y L, JIN B T, LU X L. Groupsparse recovery via the 02 penalty: theory and algorithm[J]. IEEE Transactions on Signal Processing, 2016, 65(4): 998-1012.
[4]FAN J Q, LI R Z. Variable selection via nonconcave penalized likelihood and its oracle properties[J]. Journal of the American Statistical Association, 2001, 96(456): 1348-1360.
[5]GRAMFORT A, KOWALSKI M. Improving M/EEG source localization with an inter-condition sparse prior[J]. IEEE International Symposium on Biomedical Imaging(ISBI), 2009: 141-144.
[6]HUANG J Z, ZHANG T. The benefit of groupsparsity[J]. Annals of Statistics, 2010, 38(4): 1978-2004.
[7]BIAN W, CHEN X J. Optimality and complexity for constrained optimization problems withnonconvex regularization[J]. Mathematics of Operations Research, 2017, 42(4): 1063-1084.
[8]HUANG J, BREHENY P, MA S G. A selective review of group selection inhigh-dimensional models[J]. Statistical Science, 2012, 27(4): 481-499.
[9]LIU H C, YAO T, LI R Z, et al. Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solution[J]. Mathematical Programming, 2017, 166(1-2): 207-240.
版权声明:本站内容均来自互联网,仅供演示用,请勿用于商业和其他非法用途。如果侵犯了您的权益请与我们联系QQ:729038198,我们将在24小时内删除。
发表评论