Robust and sparse multinomial regression in high dimensions

DOI10.1007/s10618-023-00936-6arXiv2205.11835OpenAlexW4366000536MaRDI QIDQ6170400

Fatma Sevinç Kurnaz, Peter Filzmoser

Publication date: 10 August 2023

Published in: Data Mining and Knowledge Discovery (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.11835

zbMATH Keywords

high dimensional dataleast trimmed squaresmultinomial regressionelastic net penaltyC-step algorithm

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

Cites Work

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• Robust and sparse multigroup classification by the optimal scoring approach
• Fast and robust discriminant analysis
• Penalized discriminant analysis
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets

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