Adaptive Huber Regression

21 June 2017

Papers citing "Adaptive Huber Regression"

22 / 22 papers shown

Title
Online Estimation and Inference for Robust Policy Evaluation in Reinforcement Learning Weidong Liu Jiyuan Tu Yichen Zhang Xi Chen OffRL 24 2 0 04 Oct 2023
Outlier-robust Estimation of a Sparse Linear Model Using Invexity Adarsh Barik Jean Honorio 13 3 0 22 Jun 2023
Estimation of sparse linear regression coefficients under $L$ -subexponential covariates Takeyuki Sasai 18 0 0 24 Apr 2023
Robust Estimation and Inference for Expected Shortfall Regression with Many Regressors Xuming He Kean Ming Tan Wen-Xin Zhou 16 7 0 11 Dec 2022
Concentration inequalities of MLE and robust MLE Xiaowei Yang Xinqiao Liu Haoyu Wei 14 1 0 17 Oct 2022
Outlier Robust and Sparse Estimation of Linear Regression Coefficients Takeyuki Sasai Hironori Fujisawa 24 4 0 24 Aug 2022
Robust Matrix Completion with Heavy-tailed Noise Bingyan Wang Jianqing Fan 21 3 0 09 Jun 2022
Click prediction boosting via Bayesian hyperparameter optimization based ensemble learning pipelines Çağatay Demirel A. A. Tokuç A. Tekin 13 6 0 07 Jun 2022
How do noise tails impact on deep ReLU networks? Jianqing Fan Yihong Gu Wen-Xin Zhou ODL 35 13 0 20 Mar 2022
Are Latent Factor Regression and Sparse Regression Adequate? Jianqing Fan Zhipeng Lou Mengxin Yu CML 41 22 0 02 Mar 2022
Robust parameter estimation of regression model under weakened moment assumptions Kangqiang Li Songqiao Tang Lixin Zhang 18 0 0 08 Dec 2021
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective Weichen Wang Ran An Ziwei Zhu 24 2 0 04 Oct 2021
A Bernstein-type Inequality for High Dimensional Linear Processes with Applications to Robust Estimation of Time Series Regressions Linbo Liu Danna Zhang AI4TS 40 1 0 21 Sep 2021
Do we need to estimate the variance in robust mean estimation? Qiang Sun OOD 24 7 0 30 Jun 2021
Non-asymptotic analysis and inference for an outlyingness induced winsorized mean Y. Zuo 17 1 0 05 May 2021
Matrix optimization based Euclidean embedding with outliers Qian Zhang Xinyuan Zhao Chao Ding 28 2 0 23 Dec 2020
Support estimation in high-dimensional heteroscedastic mean regression P. Hermann H. Holzmann 23 0 0 03 Nov 2020
$A generalized Catoni's ${\rm M}$-estimator under finite {$α$-th moment assumption} with $α\in (1,2)$$ A generalized Catoni's ${\rm M}$ -estimator under finite { $α$ -th moment assumption} with $α\in (1,2)$ Peng Chen Xinghu Jin Xiang Li Lihu Xu 16 24 0 10 Oct 2020
Robust Inference via Multiplier Bootstrap Xi Chen Wen-Xin Zhou 19 31 0 18 Mar 2019
Robust Sparse Reduced Rank Regression in High Dimensions Kean Ming Tan Qiang Sun Daniela Witten 23 3 0 18 Oct 2018
A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust Low-Rank Matrix Recovery Jianqing Fan Weichen Wang Ziwei Zhu 49 98 0 28 Mar 2016
Adaptive robust variable selection Jianqing Fan Yingying Fan Emre Barut 91 200 0 22 May 2012