Error estimation and adaptive tuning for unregularized robust M-estimator

MaRDI QIDQ6982684zbMATH OpenFDO

Authors Pierre C. Bellec, Takuya Koriyama

Publication date 16 May 2025

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://jmlr.org/papers/v26/24-0060.html

zbMATH Keywords

adaptive tuninghigh-dimensional statisticsHuber lossproportional regimerobust regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Learning and adaptive systems in artificial intelligence (68T05)

Cites work

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Cited in

(3)

• Precise asymptotics of bagging regularized M-estimators
• A nonasymptotic distributional theory of approximate message passing for sparse and robust regression
• Asymptotics of resampling without replacement in robust and logistic regression

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