Sharp non-asymptotic performance bounds for $$\ell _1$$ ℓ 1 and Huber robust regression estimators-Reference-Cited by-同舟云学术

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Sharp non-asymptotic performance bounds for $$\ell _1$$ ℓ 1 and Huber robust regression estimators

Published:2015-03-14 Issue:4 Volume:24 Page:796-812
ISSN:1133-0686
Container-title:TEST
language:en
Short-container-title:TEST

Author:

Flores Salvador

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s11749-015-0435-5.pdf

Reference16 articles.

1. Candes E, Randall P (2008) Highly robust error correction by convex programming. IEEE Trans Inform Theory 54(7):2829–2840

2. Candes E, Tao T (2005) Decoding by linear programming. IEEE Trans Inform Theory 51(12):4203–4215

3. Combettes PL, Wajs VR (2005) Signal recovery by proximal forward–backward splitting. Multiscale Model Simul 4(4):1168–1200

4. Ellis SP (1998) Instability of least squares, least absolute deviation and least median of squares linear regression, with a comment by stephen portnoy and ivan mizera and a rejoinder by the author. Stat Sci 13(4):337–350

5. Ellis SP, Morgenthaler S (1992) Leverage and breakdown in $$L_1$$ L 1 regression. J Am Stat Assoc 87(417):143–148

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Robustness of $\ell _1$-Norm Estimation: From Folklore to Fact;IEEE Signal Processing Letters;2018-11

2. Robust Linear Regression via $\ell_0$ Regularization;IEEE Transactions on Signal Processing;2018-02-01

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