Minimum distance Lasso for robust high-dimensional regression (Q286223): Difference between revisions

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+Lasso
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+robust estimation
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+high-dimensional variable selection
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+Sparse least trimmed squares regression for analyzing high-dimensional large data sets
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+The Exact l 1 Penalty Function Method for Constrained Nonsmooth Invex Optimization Problems
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+Robust inversion, dimensionality reduction, and randomized sampling
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+Optimization with Sparsity-Inducing Penalties
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+Simultaneous analysis of Lasso and Dantzig selector
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+The ``automatic'' robustness of minimum distance functionals
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+Robust Statistics
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+Multiscale Mining of fMRI Data with Hierarchical Structured Sparsity
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+Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
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+Supervised Feature Selection in Graphs with Path Coding Penalties and Network Flows
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+High-dimensional graphs and variable selection with the Lasso
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+A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
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+Metric fibrations from simply connected rank-one projective spaces
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+Sparsity and Smoothness Via the Fused Lasso
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+An algorithm for information structuring and retrieval
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+Encoding and decoding V1 fMRI responses to natural images with sparse nonparametric models
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+The Minimum Distance Method
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+Model Selection and Estimation in Regression with Grouped Variables
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