A general family of trimmed estimators for robust high-dimensional data analysis

DOI10.1214/18-EJS1470zbMath1496.62121arXiv1605.08299MaRDI QIDQ1616324

Aleksandr Y. Aravkin, Aurélie C. Lozano, Eunho Yang

Publication date: 1 November 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.08299

zbMATH Keywords

robust estimation; Lasso; high-dimensional variable selection; sparse learning

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62F35: Robustness and adaptive procedures (parametric inference)

62H22: Probabilistic graphical models

Uses Software

• spatial
• glasso
• KEGG