Robust Linear Regression via \ell₀ Regularization
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Robust Linear Regression via $\ell 0$ Regularization
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(9)- Simultaneous feature selection and outlier detection with optimality guarantees
- Sparse regularization with the ℓ0 norm
- A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al.
- Optimality conditions for locally Lipschitz optimization with l₀-regularization
- Representation recovery via \(L_1\)-norm minimization with corrupted data
- High-dimensional inference robust to outliers with ℓ1-norm penalization
- Weighted-average quantile regression
- An _1-_0 adaptive detection approach for image deblurring with impulse noise
- 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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