Robustified \(L_2\) boosting

DOI10.1016/j.csda.2007.11.006zbMath1452.62503OpenAlexW2051254744MaRDI QIDQ1023674

Roman Werner Lutz, Markus Kalisch, Peter Bühlmann

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.11.006

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

A review on instance ranking problems in statistical learning, Boosting techniques for nonlinear time series models, Noise peeling methods to improve boosting algorithms, Special issue on variable selection and robust procedures, Fast robust estimation of prediction error based on resampling, Robust model selection with flexible trimming, Using boosting to prune double-bagging ensembles, Robust boosting for regression problems, Boosting in the Presence of Outliers: Adaptive Classification With Nonconvex Loss Functions

Uses Software

• robustbase

Cites Work

• Greedy function approximation: A gradient boosting machine.
• Robust variable selection using least angle regression and elemental set sampling
• Least angle regression. (With discussion)
• Boosting for high-dimensional linear models
• Robust Linear Model Selection Based on Least Angle Regression
• Alternatives to the Median Absolute Deviation
• A Robust Version of Mallows's C p
• Robust Linear Model Selection by Cross-Validation
• Matching pursuits with time-frequency dictionaries
• Robust Statistics
• Robust Estimation of a Location Parameter
• Prediction Games and Arcing Algorithms
• Robust Statistics
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