Finite-sample analysis of M-estimators using self-concordance

16 October 2018

Papers citing "Finite-sample analysis of M-estimators using self-concordance"

35 / 35 papers shown

Title
Globally Convergent Newton Methods for Ill-conditioned Generalized Self-concordant Losses Ulysse Marteau-Ferey Francis R. Bach Alessandro Rudi 48 36 0 03 Jul 2019
Affine Invariant Covariance Estimation for Heavy-Tailed Distributions Dmitrii Ostrovskii Alessandro Rudi 47 10 0 08 Feb 2019
Beyond Least-Squares: Fast Rates for Regularized Empirical Risk Minimization through Self-Concordance Ulysse Marteau-Ferey Dmitrii Ostrovskii Francis R. Bach Alessandro Rudi 146 52 0 08 Feb 2019
Robust covariance estimation under $L_4-L_2$ norm equivalence S. Mendelson Nikita Zhivotovskiy 82 61 0 27 Sep 2018
Logistic Regression: The Importance of Being Improper Dylan J. Foster Satyen Kale Haipeng Luo M. Mohri Karthik Sridharan 42 78 0 25 Mar 2018
A modern maximum-likelihood theory for high-dimensional logistic regression Pragya Sur Emmanuel J. Candes 51 288 0 19 Mar 2018
Estimation of the covariance structure of heavy-tailed distributions Stanislav Minsker Xiaohan Wei 62 38 0 01 Aug 2017
Generalized Self-Concordant Functions: A Recipe for Newton-Type Methods Tianxiao Sun Quoc Tran-Dinh 54 61 0 14 Mar 2017
The Landscape of Empirical Risk for Non-convex Losses Song Mei Yu Bai Andrea Montanari 111 312 0 22 Jul 2016
Finite Sample Analysis of Approximate Message Passing Algorithms Cynthia Rush R. Venkataramanan 60 59 0 06 Jun 2016
Precise Error Analysis of Regularized M-estimators in High-dimensions Christos Thrampoulidis Ehsan Abbasi B. Hassibi 180 220 0 23 Jan 2016
Optimal prediction for sparse linear models? Lower bounds for coordinate-separable M-estimators Yuchen Zhang Martin J. Wainwright Michael I. Jordan 135 43 0 11 Mar 2015
Statistical consistency and asymptotic normality for high-dimensional robust M-estimators Po-Ling Loh 93 195 0 01 Jan 2015
Support recovery without incoherence: A case for nonconvex regularization Po-Ling Loh Martin J. Wainwright 167 169 0 17 Dec 2014
Central Limit Theorems and Bootstrap in High Dimensions Victor Chernozhukov Denis Chetverikov Kengo Kato 76 312 0 11 Dec 2014
The entropic barrier: a simple and optimal universal self-concordant barrier Sébastien Bubeck Ronen Eldan 49 65 0 04 Dec 2014
Logistic Regression: Tight Bounds for Stochastic and Online Optimization Elad Hazan Tomer Koren Kfir Y. Levy 56 61 0 15 May 2014
High Dimensional Robust M-Estimation: Asymptotic Variance via Approximate Message Passing D. Donoho Andrea Montanari 213 221 0 28 Oct 2013
Composite Self-Concordant Minimization Quoc Tran-Dinh Anastasios Kyrillidis Volkan Cevher 97 95 0 13 Aug 2013
Loss minimization and parameter estimation with heavy tails Daniel J. Hsu Sivan Sabato 142 188 0 07 Jul 2013
Non-strongly-convex smooth stochastic approximation with convergence rate O(1/n) Francis R. Bach Eric Moulines 87 405 0 10 Jun 2013
Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima Po-Ling Loh Martin J. Wainwright 277 517 0 10 May 2013
Adaptivity of averaged stochastic gradient descent to local strong convexity for logistic regression Francis R. Bach 82 164 0 25 Mar 2013
Quasi-Likelihood and/or Robust Estimation in High Dimensions Sara van de Geer P. Muller 416 27 0 28 Jun 2012
Proximal Newton-type methods for minimizing composite functions Jason D. Lee Yuekai Sun M. Saunders 79 305 0 07 Jun 2012
Parametric estimation. Finite sample theory V. Spokoiny 79 112 0 13 Nov 2011
A tail inequality for quadratic forms of subgaussian random vectors Daniel J. Hsu Sham Kakade Tong Zhang 136 420 0 13 Oct 2011
High-dimensional regression with noisy and missing data: Provable guarantees with nonconvexity Po-Ling Loh Martin J. Wainwright 111 561 0 16 Sep 2011
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers S. Negahban Pradeep Ravikumar Martin J. Wainwright Bin Yu 469 1,379 0 13 Oct 2010
Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming A. Belloni Victor Chernozhukov Lie Wang 167 674 0 28 Sep 2010
Restricted Eigenvalue Conditions on Subgaussian Random Matrices Shuheng Zhou 172 81 0 21 Dec 2009
Self-concordant analysis for logistic regression Francis R. Bach 210 208 0 24 Oct 2009
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 265 731 0 05 Oct 2009
$On Verifiable Sufficient Conditions for Sparse Signal Recovery via $\ell_1$ Minimization$ On Verifiable Sufficient Conditions for Sparse Signal Recovery via $\ell_1$ Minimization A. Juditsky A. Nemirovski 137 143 0 16 Sep 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 530 2,530 0 07 Jan 2008