Yaohua Hu

collaborators

3 papers

stat.ML2019

Sparse estimation via $ℓ_{q}$ optimization method in high-dimensional linear regression

Xin Li, Yaohua Hu, Chong Li +2

In this paper, we discuss the statistical properties of the $ℓ_{q}$ optimization methods $(0 < q \leq 1)$ , including the $ℓ_{q}$ minimization method and the $ℓ_{q}$ regularization…

math.OC2019

Convergence Rates of Subgradient Methods for Quasi-convex Optimization Problems

Yaohua Hu, Jiawen Li, Carisa Kwok Wai Yu

Quasi-convex optimization acts a pivotal part in many fields including economics and finance; the subgradient method is an effective iterative algorithm for solving large-scale qua…

math.OC2017

Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems

Yaohua Hu, Chong Li, Kaiwen Meng +1

The $ℓ_{p}$ regularization problem with $0 < p < 1$ has been widely studied for finding sparse solutions of linear inverse problems and gained successful applications in various mat…

Sparse estimation via ℓq​ optimization method in high-dimensional linear regression

Convergence Rates of Subgradient Methods for Quasi-convex Optimization Problems

Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems

Sparse estimation via $ℓ_{q}$ optimization method in high-dimensional linear regression