Robust Regression and Lasso

Remarks on some nonparametric estimates of a density function

M. Rosenblatt · 1956

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On the estimation of a probability density function and the mode

E. Parzen · 1962

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Solution for Ill-Posed Problems

A. Tikhonov and V. Arsenin · 1977

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Perturbation theory for the least-square problem with linear equality constraints

L. Elden · 1985

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Nonparametric Density Estimation: the l 1 l_{1} View

L. Devroye and L. Györfi · 1985

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Matrix Computation

G. Golub and C. Van Loan · 1989

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The necessary and sufficient conditions for consistency in the empirical risk minimization method

V. Vapnik and A. Chervonenkis · 1991

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Backward error and condition of structured linear systems

D. Higham and N. Higham · 1992

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Entropy-based algorithms for best-basis selection

R. R. Coifman and M. V. Wickerhauser · 1992

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Multivariate Density Estimation: Theory, Practice and Visualization

D. Scott · 1992

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Matching Pursuits with time-frequence dictionaries

S. Mallat and Z. Zhang · 1993

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Collinearity and total least squares

R. Fierro and J. Bunch · 1994

Cited alongside, same era.

Regression shrinkage and selection via the lasso

R. Tibshirani · 1996

Cited alongside, same era.

Robust solutions to least-squares problems with uncertain data

L. El Ghaoui and H. Lebret · 1997

Cited alongside, same era.

Atomic decomposition by basis pursuit

S. Chen, D. Donoho, and M. Saunders · 1998

Cited alongside, same era.

An equivalence between sparse approximation and support vector machines

F. Girosi · 1998

Cited alongside, same era.

Weak Convergence and Empirical Processes

A. van der Vaart and J. Wellner · 2000

Cited alongside, same era.

Stability and generalization

Optimal inequalities in probability theory: A convex optimization approach

D. Bertsimas and I. Popescu · 2004

Later among the works it cites.

The price of robustness

D. Bertsimas and M. Sim · 2004

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Regularization and variable selection via the elastic net

H. Zou and T. Hastie · 2005

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Robust uncertainty principles: Exact signal reconstruction from highly incomplete frequency information

E. Candès, J. Romberg, and T. Tao · 2006

Later among the works it cites.

Sharp thresholds for noisy and high-dimensional recovery of sparsity using ℓ 1 \ell_{1} -constrained quadratic programming

M. Wainwright · 2006

Later among the works it cites.

Second order cone programming approaches for handling missing and uncertain data

P. Shivaswamy, C. Bhattacharyya, and A. Smola · 2006