A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al.
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Publication:2225318
DOI10.1214/20-STS809OpenAlexW3098688965MaRDI QIDQ2225318
Armeen Taeb, Yuansi Chen, Peter Bühlmann
Publication date: 8 February 2021
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ss/1605603635
latent variablesvariable selectiondistributional robustnesshigh-dimensional estimationlow-rank estimation
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