2 citations · 2 across the 4 of their papers we have counts for
3 papers · 1 filter
spar: Sparse Projected Averaged Regression in R
Roman Parzer, Laura Vana-Gür, Peter Filzmoser
Package spar for R builds ensembles of predictive generalized linear models with high-dimensional predictors. It employs an algorithm utilizing variable screening and random projec…
Cellwise robust and sparse principal component analysis
Pia Pfeiffer, Laura Vana-Gür, Peter Filzmoser
A first proposal of a sparse and cellwise robust PCA method is presented. Robustness to single outlying cells in the data matrix is achieved by substituting the squared loss functi…
Efficient Computation of Sparse and Robust Maximum Association Estimators
Pia Pfeiffer, Andreas Alfons, Peter Filzmoser
Robust statistical estimators offer resilience against outliers but are often computationally challenging, particularly in high-dimensional sparse settings. Modern optimization tec…