Trimmed statistical estimation via variance reduction
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Cites work
- A general family of trimmed estimators for robust high-dimensional data analysis
- A proximal stochastic gradient method with progressive variance reduction
- Absolute value equation solution via concave minimization
- Clarke Subgradients of Stratifiable Functions
- Computing proximal points of nonconvex functions
- Convex analysis and monotone operator theory in Hilbert spaces
- Error bounds and convergence analysis of feasible descent methods: A general approach
- Error bounds, quadratic growth, and linear convergence of proximal methods
- scientific article; zbMATH DE number 5280058 (Why is no real title available?)
- scientific article; zbMATH DE number 3986407 (Why is no real title available?)
- scientific article; zbMATH DE number 1089159 (Why is no real title available?)
- Introductory lectures on convex optimization. A basic course.
- Least Median of Squares Regression
- Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
- Nearly unbiased variable selection under minimax concave penalty
- Nonsmooth analysis of eigenvalues
- On the least trimmed squares estimator
- Proximal alternating linearized minimization for nonconvex and nonsmooth problems
- Robust Statistics
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- The Łojasiewicz Inequality for Nonsmooth Subanalytic Functions with Applications to Subgradient Dynamical Systems
- Trimmed Least Squares Estimation in the Linear Model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variational Analysis
- Variational analysis of spectral functions simplified
Cited in
(14)- Robust high dimensional expectation maximization algorithm via trimmed hard thresholding
- Trimmed and winsorized standard deviations based on a scaled deviation
- A Stochastic Proximal Alternating Minimization for Nonsmooth and Nonconvex Optimization
- Robust and scalable methods for the dynamic mode decomposition
- Trimmed Constrained Mixed Effects Models: Formulations and Algorithms
- A proximal quasi-Newton trust-region method for nonsmooth regularized optimization
- Relax-and-split method for nonconvex inverse problems
- Weighted-mean trimming of multivariate data
- Deep networks for system identification: a survey
- A fast computational Gauss-Seidel type iPALM algorithm using an incremental aggregated gradient strategy for weakly convex composite optimization problems with application in image processing
- Distributionally robust optimization and robust statistics
- Convergence rate of inexact augmented Lagrangian method with practical relative error criterion for composite convex programming
- Rockafellian relaxation for PDE-constrained optimization with distributional ambiguity
- Trimmed L-moments
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