Robust regression using iteratively reweighted least-squares
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(only showing first 100 items - show all)- Fast robust regression algorithms for problems with Toeplitz structure
- Adaptive CUSUM procedures with Markovian mean estimation
- Distance regression by Gauss-Newton-type methods and iteratively re-weighted least-squares
- Robustness of MML estimators based on censored samples and robust test statistics
- Assessing the influence of individual observations on a goodness-of-fit test based on nonparametric regression
- Resistant fits for regression with correlated outcomes an estimating equations approach
- Duality results and proximal solutions of the Huber M-estimator problem
- Robust fitting of mixture regression models
- Reweighting approximate GM estimators: Asymptotics and residual-based graphics
- Robust estimation in the errors variables model via weighted likelihood estimating equations
- Duality in robust linear regression using Huber's M-estimator
- Robust matching of 3D contours using iterative closest point algorithm improved by M-estimation.
- Surface inpainting with sparsity constraints
- Robust fitting of ellipsoids by separating interior and exterior points during optimization
- Extraction of bulk wave characteristics from a pulsed ultrasonic polar scan
- A general framework for frequentist model averaging
- Robust Hessian locally linear embedding techniques for high-dimensional data
- A sequential Bayesian alternative to the classical parallel fuzzy clustering model
- On the finite sample breakdown points of redescending M-estimates of location
- Component-wise robust linear fuzzy clustering for collaborative filtering
- Computational aspects of adaptive combination of least squares and least absolute deviations estimators
- Robust variable selection and estimation in threshold regression model
- Regularized LTI system identification in the presence of outliers: a variational EM approach
- Rederivation of the fuzzy-possibilistic clustering objective function through Bayesian inference
- Data-driven extrapolation via feature augmentation based on variably scaled thin plate splines
- Nonconvex and nonsmooth sparse optimization via adaptively iterative reweighted methods
- Sparse regression for extreme values
- SubTSBR to tackle high noise and outliers for data-driven discovery of differential equations
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
- The inverse problem for conducting defective lattices
- Kernel-based maximum correntropy criterion with gradient descent method
- Synchronization problems in computer vision with closed-form solutions
- Adaptive integral-sliding-mode control strategy for maneuvering control of F16 aircraft subject to aerodynamic uncertainty
- Robust mean and covariance structure analysis through iteratively reweighted least squares
- Robust model selection in 2D parametric motion estimation
- A robust adaptive iterative ensemble smoother scheme for practical history matching applications
- Fitting monotone polynomials in mixed effects models
- A general approach of least squares estimation and optimal filtering
- Structural and parametric identification of soft sensors models for process plants based on robust regression and information criteria
- Kernel-based sparse regression with the correntropy-induced loss
- Outlier detection and least trimmed squares approximation using semi-definite programming
- Robust locally linear embedding
- M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models
- Restricted M-estimation
- Safe feature screening rules for the regularized Huber regression
- Two penalized mixed-integer nonlinear programming approaches to tackle multicollinearity and outliers effects in linear regression models
- On a robust gradient boosting scheme based on aggregation functions insensitive to outliers
- Are robust estimators truly robust in practice
- Robust Estimation for Parameters of the Extended Burr Type III Distribution
- On-line CAD reconstruction with accumulated means of local geometric properties
- Incorporating spatial context into fuzzy-possibilistic clustering using Bayesian inference
- Conjugate gradient acceleration of iteratively re-weighted least squares methods
- Computing Robust Statistics via an EM Algorithm
- Change-of-variance sensitivities in regression analysis
- General m-esttmators and applications to bounded influence estimation for non-linear regression
- Analysis of regression algorithms with unbounded sampling
- Alternating minimization algorithm with automatic relevance determination for transmission tomography under Poisson noise
- On w-estimators of a linear functional relationship
- An adaptive exponentially weighted moving average control chart for monitoring process variances
- Selection methods for extended least squares support vector machines
- On the power of robust tests in analysis of covariance
- The regression dilemma
- The scale problem in robust regressionM- estimates
- GaussFit?A system for least squares and robust estimation
- Effects of the starting value and stopping rule on robust estimates obtained by iterated weighted least squares
- Testing in robust anova
- Regression with outlier shrinkage
- Asymptotic behavior of iterative m-estimators for the linear model
- CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER
- A robust alternative to the normal distribution
- Modeling service-time distributions for queueing network simulation
- Generalised nonlocal image smoothing
- Model-robust parameter dispersions for iteratively re-weighted least squares
- Robust tests for equality of two population means under the normal model
- A minimum variance adaptive technique for parameter estimation and hypothesis testing
- Robust registration of point sets using iteratively reweighted least squares
- Corrected reprint of: A stochastic controller for a scalar linear system with additive Cauchy noise
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers
- Near-optimal bounds for phase synchronization
- A stochastic controller for a scalar linear system with additive Cauchy noise
- Robust Regression for Clustered Data with Application to Binary Responses
- De l'unicité des estimateurs robustes en régression lorsque le paramètre d'échelle et le paramètre de la régression sont estimés simultanément
- Covariate-Adjusted Reference Intervals for Diagnostic Data
- Gauss–Newton Methods for Robust Parameter Estimation
- Sparse Online Variational Bayesian Regression
- A User-Friendly Computational Framework for Robust Structured Regression with the L2 Criterion
- Optimal B-robust estimation for the parameters of the Marshall-Olkin extended Burr XII distribution with an application to pharmacokinetics
- High leverage points and vertical outliers resistant model selection in regression
- Robust minimum distance estimation of a linear regression model with correlated errors in the presence of outliers
- Robust regression for estimating the Burr XII parameters with outliers
- Nonlinear modeling of neural interaction for spike prediction using the staged point-process model
- Comparison of Statistical Methods for Pretest–Posttest Designs in Terms of Type I Error Probability and Statistical Power
- A new computational method for the sparsest solutions to systems of linear equations
- Spectral synchronization of multiple views in \(\mathrm{SE}(3)\)
- Robust estimation of a linear functional relationship
- Optimal B-robust estimators for the parameters of the power Lindley distribution
- A new outlier detection method based on convex optimization: application to diagnosis of Parkinson's disease
- A robust estimation method for the linear regression model parameters with correlated error terms and outliers
- Bilevel Methods for Image Reconstruction
- Half-quadratic alternating direction method of multipliers for robust orthogonal tensor approximation
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