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May, 2018
高维稳健稀疏回归
High Dimensional Robust Sparse Regression
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Liu Liu, Yanyao Shen, Tianyang Li, Constantine Caramanis
TL;DR
提出了一种用于高维度稀疏回归中具有常量分数的自变量和/或响应变量的污染的算法，它是迄今为止的首个这样的算法，利用使用这种算法，我们提供了强健的稀疏回归方法和过滤算法。
Abstract
We provide a novel -- and to the best of our knowledge, the first -- algorithm for
high dimensional sparse regression
with
corruptions
in explanatory and/or response variables. Our algorithm recovers the true spa
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