scientific article; zbMATH DE number 5251637

From MaRDI portal
Publication:5447530

zbMath1134.62047MaRDI QIDQ5447530

Art B. Owen

Publication date: 20 March 2008


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

A New Principle for Tuning-Free Huber Regression, Solving norm constrained portfolio optimization via coordinate-wise descent algorithms, Perspective functions: properties, constructions, and examples, On Efficiently Solving the Subproblems of a Level-Set Method for Fused Lasso Problems, Perspective functions: proximal calculus and applications in high-dimensional statistics, Grouped variable selection with discrete optimization: computational and statistical perspectives, New moderation methods of higher school certificate assessments: a case study of the New South Wales practice, Robust inference for high‐dimensional single index models, Deep Neural Networks Pruning via the Structured Perspective Regularization, Enhanced computation of the proximity operator for perspective functions, High-dimensional inference robust to outliers with ℓ1-norm penalization, Robust supervised learning with coordinate gradient descent, Robust Multivariate Lasso Regression with Covariance Estimation, Regularizers for structured sparsity, Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression, On the finite-sample analysis of \(\Theta\)-estimators, Inference robust to outliers with 1-norm penalization, On the finite-sample analysis of \(\Theta\)-estimators, Improved bounds for square-root Lasso and square-root slope, Simultaneous feature selection and clustering based on square root optimization, Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution, Group Regularized Estimation Under Structural Hierarchy, Perspective maximum likelihood-type estimation via proximal decomposition, Elastic-net regularization in learning theory, Degrees of freedom for regularized regression with Huber loss and linear constraints, Sharp Oracle Inequalities for Square Root Regularization, Sparse regression at scale: branch-and-bound rooted in first-order optimization, Nonconcave penalized M-estimation for the least absolute relative errors model