Tag: nonconvex

Nonconvex Penalized LAD Estimation in Partial Linear Models with DNNs: Asymptotic Analysis and Proximal Algorithms arXiv:2511.21115v1 Announce Type: new Abstract: This paper investigates the partial linear model by Least Absolute Deviation (LAD) regression. We parameterize the nonparametric term using Deep Neural Networks (DNNs) and formulate a penalized LAD problem for estimation. Specifically, our model exhibits…