Low-rank elastic-net regularized multivariate Huber regression model (Q2049832)
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scientific article; zbMATH DE number 7387326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Low-rank elastic-net regularized multivariate Huber regression model |
scientific article; zbMATH DE number 7387326 |
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Low-rank elastic-net regularized multivariate Huber regression model (English)
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27 August 2021
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multivariate Huber regression
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collinearity
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grouping effect property
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heavy tails
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accelerated proximal gradient algorithm
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