Establishes measure-theoretic foundations for NML in regular non-smooth models and introduces the PDL-PPMH geometric MCMC sampler to compute stochastic complexity exactly.
A projected semismooth Newton method for a class of nonconvex composite programs with strong prox- regularity,
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The Normalized Maximum Likelihood for Regular Non-Smooth Models: Measure-Theoretic Foundations and Geometric Sampling
Establishes measure-theoretic foundations for NML in regular non-smooth models and introduces the PDL-PPMH geometric MCMC sampler to compute stochastic complexity exactly.