2 papers
stat.ME2026
Robust and Sparse Generalized Linear Models for High-Dimensional Data via Maximum Mean Discrepancy
Xiaoning Kang, Lulu Kang
High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While…
stat.ME2025
Weighted Average Ensemble for Cholesky-based Covariance Matrix Estimation
Xiaoning Kang, Zhenguo Gao, Xi Liang +1
The modified Cholesky decomposition (MCD) is an efficient technique for estimating a covariance matrix. However, it is known that the MCD technique often requires a pre-specified v…