2 papers
stat.ML2014
A Greedy Homotopy Method for Regression with Nonconvex Constraints
Fabian L. Wauthier, Peter Donnelly
Constrained least squares regression is an essential tool for high-dimensional data analysis. Given a partition of input variables, this paper considers a particular…
stat.ML2010
Heavy-Tailed Processes for Selective Shrinkage
Fabian L. Wauthier, Michael I. Jordan
Heavy-tailed distributions are frequently used to enhance the robustness of regression and classification methods to outliers in output space. Often, however, we are confronted wit…