mpath
Algorithms compute robust estimators for loss functions in the concave convex (CC) family by the iteratively reweighted convex optimization (IRCO), an extension of the iteratively reweighted least squares (IRLS). The IRCO reduces the weight of the observation that leads to a large loss; it also provides weights to help identify outliers. Applications include robust (penalized) generalized linear models and robust support vector machines. The package also contains penalized Poisson, negative binomial, zero-inflated Poisson, zero-inflated negative binomial regression models and robust models with non-convex loss functions. Wang et al. (2014) <doi:10.1002/sim.6314>, Wang et al. (2015) <doi:10.1002/bimj.201400143>, Wang et al. (2016) <doi:10.1177/0962280214530608>, Wang (2021) <doi:10.1007/s11749-021-00770-2>, Wang (2024) <doi:10.1111/anzs.12409>.
- EM for regularized zero-inflated regression models with applications to postoperative morbidity after cardiac surgery in children
- MM for penalized estimation
- Penalized count data regression with application to hospital stay after pediatric cardiac surgery
- Unified robust estimation
- Variable selection for zero-inflated and overdispersed data with application to health care demand in Germany
- nbfar
- Gooogle
- A note on the adaptive Lasso for zero-inflated Poisson regression
- Variable selection for zero‐inflated and overdispersed data with application to health care demand in Germany
- Stochastic variable selection strategies for zero-inflated models
- NBtsVarSel
- bujar
- MM for penalized estimation
- irboost
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