Robust statistical learning with Lipschitz and convex loss functions

Author:

Chinot Geoffrey,Lecué GuillaumeORCID,Lerasle Matthieu

Funder

ANR

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference45 articles.

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2. Alquier, P., Cottet, V., Lecué, G.: Estimation bounds and sharp oracle inequalities of regularized procedures with lipschitz loss functions (2017). arXiv:1702.01402

3. Audibert, J.-Y., Catoni, O.: Robust linear least squares regression. Ann. Stat. 39(5), 2766–2794 (2011)

4. Bach, F., Jenatton, R., Mairal, J., Obozinski, G., et al.: Convex optimization with sparsity-inducing norms. Optim. Mach. Learn. 5, 19–53 (2011)

5. Baraud, Y., Birgé, L., Sart, M.: A new method for estimation and model selection: $$\rho $$-estimation. Invent. Math. 207(2), 425–517 (2017)

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