Statistical consistency and asymptotic normality for high-dimensional robust M-estimators.
Po-Ling LohPublished in: CoRR (2015)
Keyphrases
- high dimensional
- dimensionality reduction
- rates of convergence
- data driven
- statistical methods
- contingency tables
- sparse data
- similarity search
- low dimensional
- high dimensional data
- feature space
- metric space
- input space
- confidence intervals
- robust estimation
- normal distribution
- least squares
- knn
- path consistency
- closed form expressions
- lower bound