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  • Search: subject:"Nonconvex regularization"
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Subject
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Theorie 2 Theory 2 nonconvex regularization 2 (p 1 Constrained regression 1 Difference convex programming 1 Dynamic programming 1 Dynamische Optimierung 1 Electricity price 1 Forecast 1 Forecasting model 1 Mathematical programming 1 Mathematische Optimierung 1 Nonconvex regularization 1 Parameter and nonparametric models 1 Prognose 1 Prognoseverfahren 1 Regression analysis 1 Regressionsanalyse 1 SDDP 1 Stochastic process 1 Stochastischer Prozess 1 Strompreis 1 electricity price forecasting 1 n) versus fixed p-asymptotics 1 probabilistic forecasting 1 quantile regression average 1 sampling-based decomposition 1 stochastic programming 1
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Article 3
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Bhattacharya, Arnab 1 Dong, Yao 1 Jiang, He 1 Kharoufeh, Jeffrey P. 1 Pan, Wei 1 Shen, Xiaotong 1 Wang, Jianzhou 1 Zeng, Bo 1 Zhou, Hui 1 Zhu, Yunzhang 1
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Annals of the Institute of Statistical Mathematics 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 Journal of forecasting 1
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Electricity price forecasting using quantile regression averaging with nonconvex regularization
Jiang, He; Dong, Yao; Wang, Jianzhou - In: Journal of forecasting 43 (2024) 6, pp. 1859-1879
Persistent link: https://www.econbiz.de/10015110330
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A nonconvex regularization scheme for the stochastic dual dynamic programming algorithm
Bhattacharya, Arnab; Kharoufeh, Jeffrey P.; Zeng, Bo - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 5, pp. 1161-1178
Persistent link: https://www.econbiz.de/10014423013
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On constrained and regularized high-dimensional regression
Shen, Xiaotong; Pan, Wei; Zhu, Yunzhang; Zhou, Hui - In: Annals of the Institute of Statistical Mathematics 65 (2013) 5, pp. 807-832
High-dimensional feature selection has become increasingly crucial for seeking parsimonious models in estimation. For selection consistency, we derive one necessary and sufficient condition formulated on the notion of degree of separation. The minimal degree of separation is necessary for any...
Persistent link: https://www.econbiz.de/10011000073
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