Adaptive Huber Regression on Markov-dependent Data

v1v2 (latest)

Adaptive Huber Regression on Markov-dependent Data

18 April 2019

Yongyi Guo

ArXiv (abs)PDF HTML

Papers citing "Adaptive Huber Regression on Markov-dependent Data"

12 / 12 papers shown

Title
Online Estimation and Inference for Robust Policy Evaluation in Reinforcement Learning Weidong Liu Jiyuan Tu Yichen Zhang Xi Chen OffRL 67 4 0 04 Oct 2023
Bernstein's inequalities for general Markov chains Bai Jiang Qiang Sun Jianqing Fan 49 45 0 28 May 2018
Hoeffding's lemma for Markov Chains and its applications to statistical learning Jianqing Fan Bai Jiang Qiang Sun 59 28 0 01 Feb 2018
Mixing time estimation in reversible Markov chains from a single sample path Daniel J. Hsu A. Kontorovich D. A. Levin Yuval Peres Csaba Szepesvári 70 83 0 24 Aug 2017
Adaptive Huber Regression Qiang Sun Wen-Xin Zhou Jianqing Fan 162 281 0 21 Jun 2017
A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust Low-Rank Matrix Recovery Jianqing Fan Weichen Wang Ziwei Zhu 78 99 0 28 Mar 2016
I-LAMM for Sparse Learning: Simultaneous Control of Algorithmic Complexity and Statistical Error Jianqing Fan Han Liu Qiang Sun Tong Zhang 70 115 0 03 Jul 2015
SLOPE is Adaptive to Unknown Sparsity and Asymptotically Minimax Weijie Su Emmanuel Candes 425 146 0 29 Mar 2015
Statistical consistency and asymptotic normality for high-dimensional robust M-estimators Po-Ling Loh 100 194 0 01 Jan 2015
Robust Estimation of High-Dimensional Mean Regression Jianqing Fan Quefeng Li Yuyan Wang 85 30 0 08 Oct 2014
Challenges of Big Data Analysis Jianqing Fan Fang Han Han Liu 136 1,286 0 07 Aug 2013
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 535 2,531 0 07 Jan 2008