Robust Regression and Lasso
نویسندگان
چکیده
منابع مشابه
Robust Lasso Regression with Student-t Residuals
The lasso, introduced by Robert Tibshirani in 1996, has become one of the most popular techniques for estimating Gaussian linear regression models. An important reason for this popularity is that the lasso can simultaneously estimate all regression parameters as well as select important variables, yielding accurate regression models that are highly interpretable. This paper derives an efficient...
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متن کاملHomework 2: Lasso Regression
Instructions: Your answers to the questions below, including plots and mathematical work, should be submitted as a single PDF file. It’s preferred that you write your answers using software that typesets mathematics (e.g. LATEX, LYX, or MathJax via iPython), though scanning handwritten work is fine as well. You may find the minted package convenient for including source code in your LATEX docum...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2010
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2010.2048503