High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity

Annals of Statistics

Volumn 40, Issue 3, 2012, Pages 1637-1664

  Loh, Po Ling ^a   Wainwright, Martin J ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

High dimensional statistics; M estimation; Missing data; Nonconvexity; Regularization; Sparse linear regression

Indexed keywords

EID: 84872078104     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/12-AOS1018     Document Type: Article

References (23)

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