5 papers
Variance Inference Beyond the Sandwich for Asymptotically Linear Estimators with Second-Order Remainders
Lin Li, Pengcheng Wu
Semiparametric estimators admitting a von Mises expansion often reduce inference to the influence-function variance. This reduction is justified when the second-order remainder is…
A Globalized Semismooth Newton Method for Prox-regular Optimization Problems
Yuqia Wu, Pengcheng Wu, Yaohua Hu +2
We are concerned with a class of nonconvex and nonsmooth composite optimization problems, comprising a twice differentiable function and a prox-regular function. We establish a suf…
Lipschitz continuity of solution multifunctions of extended regularization problems
Kaiwen Meng, Pengcheng Wu, Xiaoqi Yang
The Lasso and the basis pursuit in compressed sensing and machine learning are convex optimization problems with three parameters: the regularization scalar, the observation vector…
Stability Criteria and Calculus Rules via Conic Contingent Coderivatives in Banach Spaces
Boris S. Mordukhovich, Pengcheng Wu, Xiaoqi Yang
This paper addresses the study of novel constructions of variational analysis and generalized differentiation that are appropriate for characterizing robust stability properties of…
Relative Well-Posedness of Truncated Constrained Systems Accompanied by Variational Calculus
Boris S. Mordukhovich, Pengcheng Wu, Xiaoqi Yang
The paper concerns foundations of sensitivity and stability analysis in optimization and related areas, being primarily addressed truncated constrained systems. We consider general…