  Non-convex regularizers usually improve the performance of sparse estimation
in practice. To prove this fact, we study the conditions of sparse estimations
for the sharp concave regularizers which are a general family of non-convex
regularizers including many existing regularizers. For the global solutions of
the regularized regression, our sparse eigenvalue based conditions are weaker
than that of L1-regularization for parameter estimation and sparseness
estimation. For the approximate global and approximate stationary (AGAS)
solutions, almost the same conditions are also enough. We show that the desired
AGAS solutions can be obtained by coordinate descent (CD) based methods.
Finally, we perform some experiments to show the performance of CD methods on
giving AGAS solutions and the degree of weakness of the estimation conditions
required by the sharp concave regularizers.
