Distributed high-dimensional regression under a quantile loss function (Q5148971)

scientific article; zbMATH DE number 7306878

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English	Distributed high-dimensional regression under a quantile loss function	scientific article; zbMATH DE number 7306878

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instance of

scholarly article

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publication date

5 February 2021

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full work available at URL

https://arxiv.org/abs/1906.05741

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https://jmlr.csail.mit.edu/papers/v21/20-297.html

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zbMATH Keywords

distributed estimation

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high-dimensional linear model

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quantile loss

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robust estimator

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support recovery

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describes a project that uses

Gurobi

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MaRDI profile type

MaRDI publication profile

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cites work

Divide and conquer in nonstandard problems and the super-efficiency phenomenon

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Distributed testing and estimation under sparse high dimensional models

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A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

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$\ell_1$-penalized quantile regression in high-dimensional sparse models

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Adaptive thresholding for sparse covariance matrix estimation

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A constrained $\ell _{1}$ minimization approach to sparse precision matrix estimation

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Robust covariance and scatter matrix estimation under Huber's contamination model

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Quantile regression under memory constraint

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Adaptive robust variable selection

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Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions

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Distributed estimation of principal eigenspaces

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Bootstrap Methods for Median Regression Models

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Loss minimization and parameter estimation with heavy tails

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Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

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Communication-efficient distributed statistical inference

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Quantile regression.

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Learning from MOM's principles: Le Cam's approach

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Robust machine learning by median-of-means: theory and practice

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Risk minimization by median-of-means tournaments

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Regularization, sparse recovery, and median-of-means tournaments

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A massive data framework for M-estimators with cubic-rate

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An algorithm for quadratic $\ell_1$-regularized optimization with a flexible active-set strategy

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Adaptive Huber Regression

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Q5251797

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On asymptotically optimal confidence regions and tests for high-dimensional models

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Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

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Nearly unbiased variable selection under minimax concave penalty

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Confidence intervals for low dimensional parameters in high dimensional linear models

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Q3174050

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A partially linear framework for massive heterogeneous data

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A new perspective on robust $M$-estimation: finite sample theory and applications to dependence-adjusted multiple testing

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Identifiers

Mathematics Subject Classification ID

68T05

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zbMATH DE Number

7306878

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Sitelinks

Mathematics(1 entry)

mardi Publication:5148971