Robust Regression and Lasso

DOI10.1109/TIT.2010.2048503zbMath1366.62147OpenAlexW2117173631MaRDI QIDQ5281421

Huan Xu, Shie Mannor, Constantine Caramanis

Publication date: 27 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2010.2048503

Mathematics Subject Classification ID

Density estimation (62G07) Ridge regression; shrinkage estimators (Lasso) (62J07) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31)

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