Introduces PPMM algorithm for nonconvex robust regression problems.
problem Nonconvex tuning-free robust regression problems.
method PPMM algorithm with inner subproblems solved by SSN-PPA.
result Converges to d-stationary point with KL property.
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Introduces PPMM algorithm for nonconvex robust regression problems.
Improves time series classification with forest proximities.