Robustness and Tractability for Non-convex M-estimators
From MaRDI portal
Publication:5089446
DOI10.5705/ss.202019.0324OpenAlexW3175616532MaRDI QIDQ5089446
Ruizhi Zhang, Yajun Mei, Huan Xu, Jianjun Shi
Publication date: 19 July 2022
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.02272
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A general decision theory for Huber's \(\epsilon\)-contamination model
- Bootstrap consistency for general semiparametric \(M\)-estimation
- Breakdown points and variation exponents of robust \(M\)-estimators in linear models
- On the asymptotics of constrained \(M\)-estimation
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Robust regression through the Huber's criterion and adaptive lasso penalty
- The landscape of empirical risk for nonconvex losses
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- Maximum L\(q\)-likelihood estimation
- Phase retrieval from coded diffraction patterns
- Tensor decompositions for learning latent variable models
- On robust regression with high-dimensional predictors
- Learning Deep Architectures for AI
- Asymptotic behavior of general M-estimates for regression and scale with random carriers
- Techniques for nonlinear least squares and robust regression
- Robust Hypothesis Testing via Lq-Likelihood
- The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
- Regularization and Variable Selection Via the Elastic Net
- Robust Variable Selection With Exponential Squared Loss
- Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
- Robust Estimation of a Location Parameter
- Robust Estimates of Location: Survey and Advances
- Robust Statistics