Robust statistics and sparse modeling
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Cites work
- Affine invariant divergences associated with proper composite scoring rules and their applications
- CoCoLasso for high-dimensional error-in-variables regression
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- Independently interpretable Lasso for generalized linear models
- Normalized estimating equation for robust parameter estimation
- Outlier robust and sparse estimation of linear regression coefficients
- Outlier-Resistant Estimators for Average Treatment Effect in Causal Inference
- Robust and efficient estimation by minimising a density power divergence
- Robust and sparse Gaussian graphical modelling under cell-wise contamination
- Robust and sparse regression in generalized linear model by stochastic optimization
- Robust estimation under heavy contamination using unnormalized models
- Robust parameter estimation of non-linear state space models using a divergence-based estimator
- Robust parameter estimation with a small bias against heavy contamination
- Robust regression against heavy heterogeneous contamination
- Robust sparse Gaussian graphical modeling
- Robust statistics. Theory and methods (with R)
- Sparse inverse covariance estimation with the graphical lasso
- Sparse linear regression when noises and covariates are heavy-tailed and contaminated by outliers
- Sparse principal component regression for generalized linear models
- Sparse principal component regression with adaptive loading
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