A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al. (Q2225318)
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English | A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al. |
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A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al. (English)
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8 February 2021
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distributional robustness
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high-dimensional estimation
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latent variables
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low-rank estimation
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variable selection
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