Outlier Robust and Sparse Estimation of Linear Regression Coefficients

Fuente: arXiv
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Autori principali: Sasai, Takeyuki, Fujisawa, Hironori
Natura: Preprint
Pubblicazione: 2022
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author Sasai, Takeyuki
Fujisawa, Hironori
author_facet Sasai, Takeyuki
Fujisawa, Hironori
contents We consider outlier-robust and sparse estimation of linear regression coefficients, when the covariates and the noises are contaminated by adversarial outliers and noises are sampled from a heavy-tailed distribution. Our results present sharper error bounds under weaker assumptions than prior studies that share similar interests with this study. Our analysis relies on some sharp concentration inequalities resulting from generic chaining.
format Preprint
id arxiv_https___arxiv_org_abs_2208_11592
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Outlier Robust and Sparse Estimation of Linear Regression Coefficients
Sasai, Takeyuki
Fujisawa, Hironori
Statistics Theory
Machine Learning
62J07, 62F35
We consider outlier-robust and sparse estimation of linear regression coefficients, when the covariates and the noises are contaminated by adversarial outliers and noises are sampled from a heavy-tailed distribution. Our results present sharper error bounds under weaker assumptions than prior studies that share similar interests with this study. Our analysis relies on some sharp concentration inequalities resulting from generic chaining.
title Outlier Robust and Sparse Estimation of Linear Regression Coefficients
topic Statistics Theory
Machine Learning
62J07, 62F35
url https://arxiv.org/abs/2208.11592