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Found 4 papers, 2 papers with code
Statistical Analysis of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization
This paper has two main goals: (a) establish several statistical properties---consistency, asymptotic distributions, and convergence rates---of stationary solutions and values of a class of coupled nonconvex and nonsmoothempirical risk minimization problems, and (b) validate these properties by a noisy amplitude-based phase retrieval problem, the latter being of much topical interest. Derived from available data via sampling, these empirical risk minimization problems are the computational workhorse of a population risk model which involves the minimization of an expected value of a random functional.
Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes
Recent exploration of optimal individualized decision rules (IDRs) for patients in precision medicine has attracted a lot of attention due to the heterogeneous responses of patients to different treatments.
Clustering by Orthogonal NMF Model and Non-Convex Penalty Optimization
We then apply a non-convex penalty (NCP) approach to add them to the objective as penalty terms, leading to a problem that is efficiently solvable.
Parallel Successive Convex Approximation for Nonsmooth Nonconvex Optimization
In this work, we propose an inexact parallel BCD approach where at each iteration, a subset of the variables is updated in parallel by minimizing convex approximations of the original objective function.
Optimization and Control
