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20162021
most citedPenalized Weighted Least Squares for Outlier Detection and Robust Regression

15 citations · 25 across the 6 of their papers we have counts for

collaborators

6 papers

stat.ME2021

Estimation and Selection Properties of the LAD Fused Lasso Signal Approximator

Xiaoli Gao

The fused lasso is an important method for signal processing when the hidden signals are sparse and blocky. It is often used in combination with the squared loss function. However,…

stat.ME2021

Joint Linear Trend Recovery Using L1 Regularization

Xiaoli Gao, Ejaz Ahmed

This paper studies the recovery of a joint piece-wise linear trend from a time series using L1 regularization approach, called L1 trend filtering (Kim, Koh and Boyd, 2009). We prov…

stat.ME2019★ 4 cited

A High-dimensional M-estimator Framework for Bi-level Variable Selection

Bin Luo, Xiaoli Gao

In high-dimensional data analysis, bi-level sparsity is often assumed when covariates function group-wisely and sparsity can appear either at the group level or within certain grou…

math.ST2019★ 5 cited

High-dimensional robust approximated M-estimators for mean regression with asymmetric data

Bin Luo, Xiaoli Gao

Asymmetry along with heteroscedasticity or contamination often occurs with the growth of data dimensionality. In ultra-high dimensional data analysis, such irregular settings are u…

stat.ME2016★ 15 cited

Penalized Weighted Least Squares for Outlier Detection and Robust Regression

Xiaoli Gao, Yixin Fang

To conduct regression analysis for data contaminated with outliers, many approaches have been proposed for simultaneous outlier detection and robust regression, so is the approach…

stat.ME2016★ 1 cited

Post Selection Shrinkage Estimation for High Dimensional Data Analysis

Xiaoli Gao, S. E. Ahmed, Yang Feng

In high-dimensional data settings where , many penalized regularization approaches were studied for simultaneous variable selection and estimation. However, with the existe…