The self-concordant-like property of a smooth convex func- tion is a new analytical structure that generalizes the self-concordant notion. While a wide variety of important applications feature the self- concordant-like property, this concept has heretofor ...
We consider the model selection consistency or sparsistency of a broad set of ℓ1-regularized M-estimators for linear and non-linear statistical models in a unified fashion. For this purpose, we propose the local structured smoothness condition (LSS ...
The self-concordant-like property of a smooth convex function is a new analytical structure that generalizes the self-concordant notion. While a wide variety of important applications feature the self- concordant-like property, this concept has heretofore ...
We consider Poisson regression with the canonical link function. This regression model is widely used in regression analysis involving count data; one important application in electrical engineering is transmission tomography. In this paper, we establish t ...
This paper proposes a smoothing technique for nonsmooth convex minimization using self-concordant barriers. To illustrate the main ideas, we compare our technique and the proximity smoothing approach (Nesterov2005) via the classical gradient method on both ...