Robust regression via mutivariate regression depth
نویسندگان
چکیده
منابع مشابه
Robust Regression via Hard Thresholding
We study the problem of Robust Least Squares Regression (RLSR) where several response variables can be adversarially corrupted. More specifically, for a data matrix X ∈ Rp×n and an underlying model w∗, the response vector is generated as y = XTw∗+b where b ∈ R is the corruption vector supported over at most C ·n coordinates. Existing exact recovery results for RLSR focus solely on L1-penalty ba...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2020
ISSN: 1350-7265
DOI: 10.3150/19-bej1144