Robust and Sparse Regression via γ-Divergence
نویسندگان
چکیده
منابع مشابه
Robust and Sparse Regression via γ-Divergence
In high-dimensional data, many sparse regression methods have been proposed. However, they may not be robust against outliers. Recently, the use of density power weight has been studied for robust parameter estimation, and the corresponding divergences have been discussed. One such divergence is the γ-divergence, and the robust estimator using the γ-divergence is known for having a strong robus...
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ژورنال
عنوان ژورنال: Entropy
سال: 2017
ISSN: 1099-4300
DOI: 10.3390/e19110608