Robust regression using iteratively reweighted least-squares
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- Safe feature screening rules for the regularized Huber regression
- Asymptotic behavior of iterative m-estimators for the linear model
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- The iteratively reweighted estimating equation in minimum distance problems
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- Sparse Online Variational Bayesian Regression
- M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models
- An adaptive weighted component test for high-dimensional means
- Iteratively reweighted least squares for phase unwrapping
- Robust fitting of mixture regression models
- Covariate-Adjusted Reference Intervals for Diagnostic Data
- GeoHI-GNN: geometry-aware hierarchical graph representation learning for normal estimation
- Distance regression by Gauss-Newton-type methods and iteratively re-weighted least-squares
- Testing in robust anova
- Nonconvex and nonsmooth sparse optimization via adaptively iterative reweighted methods
- A new outlier detection method based on convex optimization: application to diagnosis of Parkinson's disease
- Outlier detection and least trimmed squares approximation using semi-definite programming
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- Smooth optimization using global and local low-rank regularizers
- A robust estimation method for the linear regression model parameters with correlated error terms and outliers
- Learning under \((1 + \epsilon)\)-moment conditions
- Incorporating spatial context into fuzzy-possibilistic clustering using Bayesian inference
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