A general family of trimmed estimators for robust high-dimensional data analysis

DOI10.1214/18-EJS1470zbMath1496.62121arXiv1605.08299OpenAlexW2750727485WikidataQ129057076 ScholiaQ129057076MaRDI QIDQ1616324

Eunho Yang, Aurélie C. Lozano, Aleksandr Y. Aravkin

Publication date: 1 November 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.08299

zbMATH Keywords

robust estimationLassohigh-dimensional variable selectionsparse learning

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35) Probabilistic graphical models (62H22)

Related Items (9)

A User-Friendly Computational Framework for Robust Structured Regression with the L₂ Criterion ⋮ Trimmed Constrained Mixed Effects Models: Formulations and Algorithms ⋮ Data-Driven Discovery of Governing Equations for Coarse-Grained Heterogeneous Network Dynamics ⋮ Trimmed Statistical Estimation via Variance Reduction ⋮ High-dimensional inference robust to outliers with ℓ1-norm penalization ⋮ Variable Projection for NonSmooth Problems ⋮ Robust subset selection ⋮ Variable Projection for NonSmooth Problems ⋮ Robust and Scalable Methods for the Dynamic Mode Decomposition

Uses Software

• spatial
• glasso
• KEGG

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