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