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math.ST2024
Outlier Robust and Sparse Estimation of Linear Regression Coefficients
Takeyuki Sasai, Hironori Fujisawa
We consider outlier-robust and sparse estimation of linear regression coefficients, when the covariates and the noises are contaminated by adversarial outliers and noises are sampl…
math.ST2024
Adversarial robust weighted Huber regression
Takeyuki Sasai, Hironori Fujisawa
We consider a robust estimation of linear regression coefficients. In this note, we focus on the case where the covariates are sampled from an -subGaussian distribution with unk…
math.ST2024
Robust estimation with Lasso when outputs are adversarially contaminated
Takeyuki Sasai, Hironori Fujisawa
We consider robust estimation when outputs are adversarially contaminated. Nguyen and Tran (2012) proposed an extended Lasso for robust parameter estimation and then they showed th…