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20112024
most citedHigh-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity

551 citations · 1.1k across the 33 of their papers we have counts for

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math.ST2013★ 181 cited

Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima

Po-Ling Loh, Martin J. Wainwright

We provide novel theoretical results regarding local optima of regularized -estimators, allowing for nonconvexity in both loss and penalty functions. Under restricted strong con…