307 citations · 693 across the 70 of their papers we have counts for
8 papers · 1 filter
Nonparametric Finite Mixture Models with Possible Shape Constraints: A Cubic Newton Approach
Haoyue Wang, Shibal Ibrahim, Rahul Mazumder
We explore computational aspects of maximum likelihood estimation of the mixture proportions of a nonparametric finite mixture model -- a convex optimization problem with old roots…
A new computational framework for log-concave density estimation
Wenyu Chen, Rahul Mazumder, Richard J. Samworth
In Statistics, log-concave density estimation is a central problem within the field of nonparametric inference under shape constraints. Despite great progress in recent years on th…
Sparse Regression at Scale: Branch-and-Bound rooted in First-Order Optimization
Hussein Hazimeh, Rahul Mazumder, Ali Saab
We consider the least squares regression problem, penalized with a combination of the and squared penalty functions (a.k.a. regularization). R…
Computing Estimators of Dantzig Selector type via Column and Constraint Generation
Rahul Mazumder, Stephen Wright, Andrew Zheng
We consider a class of linear-programming based estimators in reconstructing a sparse signal from linear measurements. Specific formulations of the reconstruction problem considere…
Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms
Hussein Hazimeh, Rahul Mazumder
The -regularized least squares problem (a.k.a. best subsets) is central to sparse statistical learning and has attracted significant attention across the wider statistics, mac…
Matrix Completion with Nonconvex Regularization: Spectral Operators and Scalable Algorithms
Rahul Mazumder, Diego F. Saldana, Haolei Weng
In this paper, we study the popularly dubbed matrix completion problem, where the task is to "fill in" the unobserved entries of a matrix from a small subset of observed entries, u…