Robustness and Tractability for Non-convex M-estimators
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Publication:5089446
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Cites work
- scientific article; zbMATH DE number 3829050 (Why is no real title available?)
- scientific article; zbMATH DE number 775848 (Why is no real title available?)
- A general decision theory for Huber's \(\epsilon\)-contamination model
- Asymptotic behavior of general M-estimates for regression and scale with random carriers
- Bootstrap consistency for general semiparametric \(M\)-estimation
- Breakdown points and variation exponents of robust \(M\)-estimators in linear models
- Learning deep architectures for AI
- Maximum L\(q\)-likelihood estimation
- Nonconcave penalized M-estimation with a diverging number of parameters
- On robust regression with high-dimensional predictors
- On the asymptotics of constrained \(M\)-estimation
- Phase retrieval from coded diffraction patterns
- Regularization and Variable Selection Via the Elastic Net
- Regularized \(M\)-estimators with nonconvexity: statistical and algorithmic theory for local optima
- Robust Estimates of Location: Survey and Advances
- Robust Estimation of a Location Parameter
- Robust Statistics
- Robust Variable Selection With Exponential Squared Loss
- Robust hypothesis testing via \(L_q\)-likelihood
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- Techniques for nonlinear least squares and robust regression
- Tensor decompositions for learning latent variable models
- The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
- The landscape of empirical risk for nonconvex losses
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