Journal
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Volume 53, Issue 1, Pages 215-231Publisher
TAYLOR & FRANCIS INC
DOI: 10.1080/03610926.2022.2076125
Keywords
Measurement errors; L-0-regularization; polynomial algorithm; nearest positive semi-definite matrix projection; model selection
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Funding
- National Natural Science Foundation of China [12101584, 72071187, 11671374, 71731010, 71921001]
- China Postdoctoral Science Foundation [2021TQ0326, 2021M703100]
- Fundamental Research Funds for the Central Universities [WK2040000047, WK3470000017, WK2040000027]
- Hefei Postdoctoral Research Project Funds in 2021
- Anhui Postdoctoral Research Project Funds in 2021
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This article discusses the widespread issue of corrupted data in many contemporary applications. It proposes a sparse modeling method based on L-0 regularization and efficiently solves the regularization problem using projection techniques. It proves the statistical properties of the proposed method under certain conditions and demonstrates its effectiveness through simulation studies.
Corrupted data appears widely in many contemporary applications including voting behavior, high-throughput sequencing and sensor networks. In this article, we consider the sparse modeling via L-0-regularization under the framework of high-dimensional measurement error models. By utilizing the techniques of the nearest positive semi-definite matrix projection, the resulting regularization problem can be efficiently solved through a polynomial algorithm. Under some interpretable conditions, we prove that the proposed estimator can enjoy comprehensive statistical properties including the model selection consistency and the oracle inequalities. In particular, the nonoptimality of the logarithmic factor of dimensionality will be showed in the oracle inequalities. We demonstrate the effectiveness of the proposed method by simulation studies.
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