Robust groupwise least angle regression

DOI10.1016/J.CSDA.2015.02.007MaRDI QIDQ1660232zbMATH OpenOpenAlexFDO

Authors Andreas Alfons, Christophe Croux, Sarah Gelper

Publication date 15 August 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://lirias.kuleuven.be/handle/123456789/491188

zbMATH Keywords

outliersmodel selectiontime seriescategorical variables

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• Better Subset Regression Using the Nonnegative Garrote
• Class prediction by nearest shrunken centroids, with applications to DNA microarrays.
• Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
• Estimating the dimension of a model
• Fast robust estimation of prediction error based on resampling
• High breakdown-point and high efficiency robust estimates for regression
• Least angle regression. (With discussion)
• Model Selection and Estimation in Regression with Grouped Variables
• Penalized methods for bi-level variable selection
• Robust Linear Model Selection Based on Least Angle Regression
• Robust Linear Model Selection by Cross-Validation
• Robust Statistics
• Robust model selection using fast and robust bootstrap
• Robust variable selection using least angle regression and elemental set sampling
• Robust variable selection with application to quality of life research
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• The Group Lasso for Logistic Regression
• The composite absolute penalties family for grouped and hierarchical variable selection

Cited in

(15)

• Robust grouped variable selection using distributionally robust optimization
• Distance-based clustering of mixed data
• Robust and sparse estimators for linear regression models
• Editorial: Special issue on advances in data mining and robust statistics
• Robust Linear Model Selection Based on Least Angle Regression
• 2nd special issue on robust analysis of complex data
• Robust and sparse logistic regression
• Robust statistical boosting with quantile-based adaptive loss functions
• An algorithm for the multivariate group Lasso with covariance estimation
• Group selection via adjusted weighted least absolute deviation regression
• robustHD
• Approximate Gibbs sampler for Bayesian Huberized lasso
• Robust model selection with LARS based on S-estimators
• Wavelet-based robust estimation and variable selection in nonparametric additive models
• Robust group-Lasso for functional regression model

Describes a project that uses

Uses Software

• R
• robustbase
• rda
• laeken
• simFrame
• lars
• robustHD
• PMA

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