Calibrating nonconvex penalized regression in ultra-high dimension

Keyphrases

• Ultrahigh-dimensional 100%
• Penalized Regression 100%
• Non-convexity 100%
• Oracle Estimator 100%
• Solution Path 80%
• Local Minima 40%
• High-dimensional BIC 40%
• Optimal Tuning 40%
• Random Error 20%
• High-dimensional Data Analysis 20%
• Monte Carlo Study 20%
• Exponential Rate 20%
• Multiple Minima 20%
• Sparsity Pattern 20%
• Asymptotic Theory 20%
• Oracle Property 20%
• Nonconvex Penalty 20%
• Sub-Gaussian Distribution 20%
• BIC Criterion 20%
• Challenging Issues 20%
• Consistent Solution 20%

Mathematics

• Higher Dimensions 100%
• Local Minimum 100%
• Covariate 50%
• Open Problem 50%
• Monte Carlo Study 50%
• Asymptotic Theory 50%
• Exponential Rate 50%
• Gaussian Distribution 50%
• Dimensional Data 50%
• Random Error 50%
• Probability 50%