On robust regression with high-dimensional predictors
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Cites work
- Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation
- On robust regression with high-dimensional predictors
- Proximité et dualité dans un espace hilbertien
- Robust regression: Asymptotics, conjectures and Monte Carlo
Cited in
(73)- Asymptotics with increasing dimension for robust regression with applications to the bootstrap
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results
- Jackknife empirical likelihood test for high-dimensional regression coefficients
- Overcoming the limitations of phase transition by higher order analysis of regularization techniques
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- Asymptotic properties on high-dimensional multivariate regression M-estimation
- Distributed linear regression by averaging
- Robust high-dimensional regression for data with anomalous responses
- High-dimensional linear models: a random matrix perspective
- Scale calibration for high-dimensional robust regression
- Asymptotic normality of robust M-estimators with convex penalty
- Fundamental barriers to high-dimensional regression with convex penalties
- On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions
- The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance
- A precise high-dimensional asymptotic theory for boosting and minimum-\(\ell_1\)-norm interpolated classifiers
- General matching quantiles M-estimation
- Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution
- Detangling robustness in high dimensions: composite versus model-averaged estimation
- Which bridge estimator is the best for variable selection?
- Asymptotic risk and phase transition of \(l_1\)-penalized robust estimator
- The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square
- Robust estimation with many instruments
- Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval
- On robust regression with high-dimensional predictors
- Statistical mechanics of the inverse Ising problem and the optimal objective function
- Concentration inequalities for statistical inference
- High dimensional robust M-estimation: asymptotic variance via approximate message passing
- Stability
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Inference in linear regression models with many covariates and heteroscedasticity
- On the optimality of averaging in distributed statistical learning
- Alternative asymptotics and the partially linear model with many regressors
- The statistical analysis of the combined loss of LS, LAD in high-dimension
- On Bayesian robust regression with diverging number of predictors
- Robust sparse regression by modeling noise as a mixture of Gaussians
- Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data
- Learning curves of generic features maps for realistic datasets with a teacher-student model*
- Robustness and Tractability for Non-convex M-estimators
- Nonuniformity of p-values can occur early in diverging dimensions
- Penalization-induced shrinking without rotation in high dimensional GLM regression: a cavity analysis
- Graph connection Laplacian methods can be made robust to noise
- Conditional predictive inference for stable algorithms
- Automatic bias correction for testing in high‐dimensional linear models
- Moderate-Dimensional Inferences on Quadratic Functionals in Ordinary Least Squares
- Debiasing convex regularized estimators and interval estimation in linear models
- Inference on the best policies with many covariates
- Robust High-Dimensional Regression with Coefficient Thresholding and Its Application to Imaging Data Analysis
- A comparative study on high-dimensional bayesian regression with binary predictors
- Testing many restrictions under heteroskedasticity
- Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions
- Universality of regularized regression estimators in high dimensions
- Inference for heteroskedastic PCA with missing data
- Robust linear least squares regression
- An adaptively resized parametric bootstrap for inference in high-dimensional generalized linear models
- On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
- Optimal convex M-estimation via score matching
- Berry-Esseen bounds for design-based causal inference with possibly diverging treatment levels and varying group sizes
- Kronecker-product random matrices and a matrix least squares problem
- High-dimensional learning of narrow neural networks
- Estimating Higher-Order Mixed Memberships via the l2,∞ Tensor Perturbation Bound
- The generalization error of max-margin linear classifiers: benign overfitting and high dimensional asymptotics in the overparametrized regime
- A new central limit theorem for the augmented IPW estimator: variance inflation, cross-fit covariance and beyond
- Observable adjustments in single-index models for regularized M-estimators with bounded p/n
- Error estimation and adaptive tuning for unregularized robust M-estimator
- Equivalence of state equations from different methods in high-dimensional regression
- Deterministic equivalent and error universality of deep random features learning
- Dimension free ridge regression
- Spectrum-aware debiasing: a modern inference framework with applications to principal components regression
- Precise asymptotics of bagging regularized M-estimators
- High-dimensional robust regression under heavy-tailed data: asymptotics and universality
- Universality of estimators for high-dimensional linear models with block dependency
- Limiting laws for spiked eigenvalues and largest non-spiked eigenvalues of sample covariance matrices in elliptical distributions
- M-estimation in high-dimensional linear model
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