2 papers
stat.ML2025
Non-asymptotic analysis of the performance of the penalized least trimmed squares in sparse models
Yijun Zuo
The least trimmed squares (LTS) estimator is a renowned robust alternative to the classic least squares estimator and is popular in location, regression, machine learning, and AI l…
stat.ML2023
Robust penalized least squares of depth trimmed residuals regression for high-dimensional data
Yijun Zuo
Challenges with data in the big-data era include (i) the dimension is often larger than the sample size (ii) outliers or contaminated points are frequently hidden and more…