Robust Regression and Lasso
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Cited in
(44)- Robust regression with both continuous and categorical predictors
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Robust algorithms for multiphase regression models
- Nonconvex robust programming via value-function optimization
- Conditional variance penalties and domain shift robustness
- Distributionally robust optimization. A review on theory and applications
- Robust grouped variable selection using distributionally robust optimization
- Robust linear classification from limited training data
- The backbone method for ultra-high dimensional sparse machine learning
- Certifiably optimal sparse inverse covariance estimation
- A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al.
- Recent advances in robust optimization: an overview
- Data scarcity, robustness and extreme multi-label classification
- Inseparable robust reward-risk optimization models with distribution uncertainty
- Statistical optimization in high dimensions
- Variance regularization in sequential Bayesian optimization
- Oracle-based robust optimization via online learning
- Robustness and generalization
- Robust lagfactors
- RSG: Beating Subgradient Method without Smoothness and Strong Convexity
- A robust learning approach for regression models based on distributionally robust optimization
- Adapting to unknown noise level in sparse deconvolution
- Experimental analysis of the accessibility of drawings with few segments
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Calibration of distributionally robust empirical optimization models
- Online first-order framework for robust convex optimization
- Ambulance emergency response optimization in developing countries
- scientific article; zbMATH DE number 7306888 (Why is no real title available?)
- scientific article; zbMATH DE number 7306909 (Why is no real title available?)
- Robust regression estimation and variable selection when cellwise and casewise outliers are present
- Robust optimization in non-linear regression for speech and video quality prediction in mobile multimedia networks
- Regularization via mass transportation
- Robust Wasserstein profile inference and applications to machine learning
- A Lasso-type robust variable selection for time-course microarray data
- scientific article; zbMATH DE number 5251637 (Why is no real title available?)
- A survey of nonlinear robust optimization
- A dual semismooth Newton based augmented Lagrangian method for large-scale linearly constrained sparse group square-root Lasso problems
- Mitigating robust overfitting via self-residual-calibration regularization
- On the role of norm constraints in portfolio selection
- Robust linear algebra
- Nonconvex truncated conditional value at risk-based sparse linear regression
- Approximate maximum likelihood estimators for linear regression with independent component-wise design matrix uncertainty
- Characterization of the equivalence of robustification and regularization in linear and matrix regression
- Robust generalized eigenvalue classifier with ellipsoidal uncertainty
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