A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning

DOI10.1214/21-EJS1814zbMath1466.62272arXiv1812.02435MaRDI QIDQ2044333

Yanyan Li

Publication date: 9 August 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.02435

zbMATH Keywords

robustnessheavy-tailed

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• MapReduce

Cites Work

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