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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scientific article; zbMATH DE number 7307191
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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. |
scientific article; zbMATH DE number 7307191 |
Statements
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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0.87768996
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0.8555578
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0.8504118
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0.84787977
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0.84753275
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0.8459432
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0.8458242
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0.84151316
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