2 papers
stat.CO2026
Tactics for Improving Least Squares Estimation
Qiang Heng, Hua Zhou, Kenneth Lange
This paper deals with tactics for fast computation in least squares regression in high dimensions. These tactics include: (a) the majorization-minimization (MM) principle, (b) smoo…
stat.ME2025
A Stability Framework for Parameter Selection in the Minimum Covariance Determinant Problem
Qiang Heng, Hui Shen, Kenneth Lange
The Minimum Covariance Determinant (MCD) method is a widely adopted tool for robust estimation and outlier detection. In this paper, we introduce MCD model selection based on the n…