Regularized adaptive Huber matrix regression and distributed learning
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Cites work
- scientific article; zbMATH DE number 7306878 (Why is no real title available?)
- A New Principle for Tuning-Free Huber Regression
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery
- A unified framework for high-dimensional analysis of M-estimators with decomposable regularizers
- Adaptive Huber Regression
- Communication-efficient distributed statistical inference
- Communication-efficient estimation of high-dimensional quantile regression
- Communication-efficient sparse regression
- Distributed testing and estimation under sparse high dimensional models
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions
- Estimation of high-dimensional low-rank matrices
- Generalized high-dimensional trace regression via nuclear norm regularization
- Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
- Robust inference via multiplier bootstrap
- Robust low-rank matrix estimation
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- The Power of Convex Relaxation: Near-Optimal Matrix Completion
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