Robust Linear Regression via $\ell_0$ Regularization

DOI10.1109/TSP.2017.2771720zbMath1414.94367OpenAlexW2770490380MaRDI QIDQ4621578

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Publication date: 12 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2017.2771720

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (6)

Simultaneous feature selection and outlier detection with optimality guarantees ⋮ Sparse regularization with the ℓ0 norm ⋮ High-dimensional inference robust to outliers with ℓ1-norm penalization ⋮ Representation recovery via \(L_1\)-norm minimization with corrupted data ⋮ Optimality conditions for locally Lipschitz optimization with \(l_0\)-regularization ⋮ A convex relaxation framework consisting of a primal-dual alternative algorithm for solving \(\ell_0\) sparsity-induced optimization problems with application to signal recovery based image restoration

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