Mean Estimation and Regression Under Heavy-Tailed Distributions: A Survey.
Gábor LugosiShahar MendelsonPublished in: Found. Comput. Math. (2019)
Keyphrases
- heavy tailed distributions
- regression model
- estimation problems
- nonparametric regression
- accurate estimation
- semi parametric
- ordinary least squares
- robust regression
- gaussian processes
- neural network
- regression algorithm
- locally weighted
- linear regression
- parameter estimation
- ridge regression
- model selection
- polynomial regression
- support vector
- feature selection
- genetic algorithm