Pages that link to "Item:Q661182"

The following pages link to Robust linear least squares regression (Q661182):

Displaying 48 items.

• Geometric median and robust estimation in Banach spaces (Q122792) (← links)
• Performance of empirical risk minimization in linear aggregation (Q282546) (← links)
• The lower tail of random quadratic forms with applications to ordinary least squares (Q343803) (← links)
• Random design analysis of ridge regression (Q404306) (← links)
• A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
• Robust linear least squares regression (Q661182) (← links)
• Statistical analysis of the moving least-squares method with unbounded sampling (Q726158) (← links)
• Empirical risk minimization for heavy-tailed losses (Q892246) (← links)
• Robust linear regression with broad distributions of errors (Q1618579) (← links)
• Simpler PAC-Bayesian bounds for hostile data (Q1640576) (← links)
• Robust regression using biased objectives (Q1698865) (← links)
• Challenging the empirical mean and empirical variance: a deviation study (Q1930659) (← links)
• PAC-Bayesian estimation and prediction in sparse additive models (Q1951111) (← links)
• Rho-estimators revisited: general theory and applications (Q1990601) (← links)
• Estimation from nonlinear observations via convex programming with application to bilinear regression (Q2002578) (← links)
• Learning from MOM's principles: Le Cam's approach (Q2010482) (← links)
• Finite impulse response models: a non-asymptotic analysis of the least squares estimator (Q2040046) (← links)
• A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning (Q2044333) (← links)
• Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (Q2091833) (← links)
• A minimax framework for quantifying risk-fairness trade-off in regression (Q2091849) (← links)
• Suboptimality of constrained least squares and improvements via non-linear predictors (Q2108490) (← links)
• Distribution-free robust linear regression (Q2113267) (← links)
• On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) (← links)
• Aggregated hold out for sparse linear regression with a robust loss function (Q2136632) (← links)
• Robust statistical learning with Lipschitz and convex loss functions (Q2174664) (← links)
• Confidence regions and minimax rates in outlier-robust estimation on the probability simplex (Q2192314) (← links)
• Robust machine learning by median-of-means: theory and practice (Q2196199) (← links)
• Robust inference via multiplier bootstrap (Q2196240) (← links)
• Robust classification via MOM minimization (Q2203337) (← links)
• Finite sample performance of linear least squares estimation (Q2235406) (← links)
• Algorithms of robust stochastic optimization based on mirror descent method (Q2289049) (← links)
• Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
• Mean estimation and regression under heavy-tailed distributions: A survey (Q2329044) (← links)
• Regularization, sparse recovery, and median-of-means tournaments (Q2419670) (← links)
• Empirical risk minimization is optimal for the convex aggregation problem (Q2435238) (← links)
• On some recent advances on high dimensional Bayesian statistics (Q2786539) (← links)
• On the properties of variational approximations of Gibbs posteriors (Q2958606) (← links)
• Robust lagfactors (Q4367906) (← links)
• Robust Linear Regression via $\ell_0$ Regularization (Q4621578) (← links)
• (Q4998940) (← links)
• A New Principle for Tuning-Free Huber Regression (Q5037807) (← links)
• A User-Friendly Computational Framework for Robust Structured Regression with the L₂ Criterion (Q5057231) (← links)
• Fast and approximate exhaustive variable selection for generalised linear models with APES (Q5117653) (← links)
• (Q5149262) (← links)
• (Q5159451) (← links)
• Dimension-free bounds for sums of independent matrices and simple tensors via the variational principle (Q6186442) (← links)
• Robust subgaussian estimation with VC-dimension (Q6596223) (← links)
• ARFIS: an adaptive robust model for regression with heavy-tailed distribution (Q6608323) (← links)