Iteratively reweighted $\ell_1$-penalized robust regression (Q2044416): Difference between revisions

@@ Property / describes a project that uses @@
+glmnet
@@ Property / describes a project that uses: glmnet / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.04027
@@ Property / arXiv ID: 1907.04027 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions
+Normal rank
@@ Property / cites work @@
+Slope meets Lasso: improved oracle bounds and optimality
+Normal rank
@@ Property / cites work @@
+Square-root lasso: pivotal recovery of sparse signals via conic programming
+Normal rank
@@ Property / cites work @@
+Sparse regression: scalable algorithms and empirical performance
+Normal rank
@@ Property / cites work @@
+SLOPE-adaptive variable selection via convex optimization
+Normal rank
@@ Property / cites work @@
+Q4907706
@@ Property / cites work: Q4907706 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4445180
@@ Property / cites work: Q4445180 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistics for high-dimensional data. Methods, theory and applications.
+Normal rank
@@ Property / cites work @@
+Challenging the empirical mean and empirical variance: a deviation study
+Normal rank
@@ Property / cites work @@
+Robust inference via multiplier bootstrap
@@ Property / cites work: Robust inference via multiplier bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Robust statistical learning with Lipschitz and convex loss functions
+Normal rank
@@ Property / cites work @@
+Q5149262
@@ Property / cites work: Q5149262 / rank @@
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
+Normal rank
@@ Property / cites work @@
+I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error
+Normal rank
@@ Property / cites work @@
+Sharp Oracle Inequalities for High-Dimensional Matrix Prediction
+Normal rank
@@ Property / cites work @@
+Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
+Normal rank
@@ Property / cites work @@
+Q5251797
@@ Property / cites work: Q5251797 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Estimation of a Location Parameter
@@ Property / cites work: Robust Estimation of a Location Parameter / rank @@
+Normal rank
@@ Property / cites work @@
+Random generation of combinatorial structures from a uniform distribution
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions
+Normal rank
@@ Property / cites work @@
+Robust regression through the Huber's criterion and adaptive lasso penalty
+Normal rank
@@ Property / cites work @@
+Learning from MOM's principles: Le Cam's approach
@@ Property / cites work: Learning from MOM's principles: Le Cam's approach / rank @@
+Normal rank
@@ Property / cites work @@
+Robust machine learning by median-of-means: theory and practice
+Normal rank
@@ Property / cites work @@
+Regularization and the small-ball method. I: Sparse recovery
+Normal rank
@@ Property / cites work @@
+Q3997990
@@ Property / cites work: Q3997990 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
+Normal rank
@@ Property / cites work @@
+Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
+Normal rank
@@ Property / cites work @@
+Support recovery without incoherence: a case for nonconvex regularization
+Normal rank
@@ Property / cites work @@
+Regularization, sparse recovery, and median-of-means tournaments
+Normal rank
@@ Property / cites work @@
+Mean estimation and regression under heavy-tailed distributions: A survey
+Normal rank
@@ Property / cites work @@
+Risk minimization by median-of-means tournaments
@@ Property / cites work: Risk minimization by median-of-means tournaments / rank @@
+Normal rank
@@ Property / cites work @@
+The landscape of empirical risk for nonconvex losses
+Normal rank
@@ Property / cites work @@
+High-dimensional graphs and variable selection with the Lasso
+Normal rank
@@ Property / cites work @@
+Geometric median and robust estimation in Banach spaces
+Normal rank
@@ Property / cites work @@
+Q3967358
@@ Property / cites work: Q3967358 / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood-Based Selection and Sharp Parameter Estimation
+Normal rank
@@ Property / cites work @@
+Parametric estimation. Finite sample theory
@@ Property / cites work: Parametric estimation. Finite sample theory / rank @@
+Normal rank
@@ Property / cites work @@
+Scaled sparse linear regression
@@ Property / cites work: Scaled sparse linear regression / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Huber Regression
@@ Property / cites work: Adaptive Huber Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Data and the Skewed Generalized T Distribution
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+High-Dimensional Probability
@@ Property / cites work: High-Dimensional Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
+Normal rank
@@ Property / cites work @@
+High-Dimensional Statistics
@@ Property / cites work: High-Dimensional Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+A New Principle for Tuning-Free Huber Regression
@@ Property / cites work: A New Principle for Tuning-Free Huber Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Model Selection and Estimation in Regression with Grouped Variables
+Normal rank
@@ Property / cites work @@
+Nearly unbiased variable selection under minimax concave penalty
+Normal rank
@@ Property / cites work @@
+A general theory of concave regularization for high-dimensional sparse estimation problems
+Normal rank
@@ Property / cites work @@
+Q2896066
@@ Property / cites work: Q2896066 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3174050
@@ Property / cites work: Q3174050 / rank @@
+Normal rank
@@ Property / cites work @@
+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
+Normal rank
@@ Property / cites work @@
+Regularization and Variable Selection Via the Elastic Net
+Normal rank
@@ Property / cites work @@
+One-step sparse estimates in nonconcave penalized likelihood models
+Normal rank
@@ Property / OpenAlex ID @@
+W3177098548
@@ Property / OpenAlex ID: W3177098548 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2044416

Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416): Difference between revisions

Latest revision as of 10:37, 30 July 2024

Statements

Sitelinks

Mathematics(1 entry)