Iteratively reweighted \(\ell_1\)-penalized robust regression (Q2044416)

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Iteratively reweighted \(\ell_1\)-penalized robust regression
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    Iteratively reweighted \(\ell_1\)-penalized robust regression (English)
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    9 August 2021
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    adaptive Huber regression
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    convex relaxation
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    heavy-tailed noise
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    nonconvex regularization
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    optimization error
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    oracle property
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    oracle rate
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