Robust and Sparse Estimation of Linear Regression Coefficients with Heavy-tailed Noises and Covariates.
Takeyuki SasaiPublished in: CoRR (2022)
Keyphrases
- regression coefficients
- heavy tailed
- group lasso
- linear models
- variable selection
- regression model
- explanatory variables
- linear model
- response variable
- ls svm
- multiple kernel learning
- regression analysis
- ridge regression
- generalized gaussian
- high dimensional
- machine learning
- wavelet coefficients
- multi task
- contingency tables
- parameter estimation
- model selection
- low dimensional
- training set