no code implementations • 18 Apr 2023 • Emadaldin Mozafari-Majd, Visa Koivunen
We carry out extensive simulations and observe that the class of $\tau$-Lasso estimators exhibits robustness and reliable performance in both contaminated and uncontaminated data settings.
no code implementations • 17 Aug 2022 • Emadaldin Mozafari-Majd, Visa Koivunen
The proposed two-stage robust and distributed inference procedures demonstrate reliable performance and robustness in variable selection, finding confidence intervals and bootstrap approximations of standard deviations even when data is high-dimensional and contaminated by outliers.