Outlier Detection Using Nonconvex Penalized Regression

Citations

Cited by:

1. Wentao Qu & Xianchao Xiu & Huangyue Chen & Lingchen Kong, 2023. "A Survey on High-Dimensional Subspace Clustering," Mathematics, MDPI, vol. 11(2), pages 1-39, January.
2. Luca Insolia & Ana Kenney & Martina Calovi & Francesca Chiaromonte, 2021. "Robust Variable Selection with Optimality Guarantees for High-Dimensional Logistic Regression," Stats, MDPI, vol. 4(3), pages 1-17, August.
3. Junlong Zhao & Chao Liu & Lu Niu & Chenlei Leng, 2019. "Multiple influential point detection in high dimensional regression spaces," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 81(2), pages 385-408, April.
4. Amor Keziou & Aida Toma, 2021. "A Robust Version of the Empirical Likelihood Estimator," Mathematics, MDPI, vol. 9(8), pages 1-19, April.
5. Thompson, Ryan, 2022. "Robust subset selection," Computational Statistics & Data Analysis, Elsevier, vol. 169(C).
6. Griffin, Maryclare & Hoff, Peter D., 2019. "Lasso ANOVA decompositions for matrix and tensor data," Computational Statistics & Data Analysis, Elsevier, vol. 137(C), pages 181-194.
7. Seokho Lee & Hyejin Shin & Sang Han Lee, 2016. "Label‐noise resistant logistic regression for functional data classification with an application to Alzheimer's disease study," Biometrics, The International Biometric Society, vol. 72(4), pages 1325-1335, December.
8. Srinivas Eswar & Ramakrishnan Kannan & Richard Vuduc & Haesun Park, 2021. "ORCA: Outlier detection and Robust Clustering for Attributed graphs," Journal of Global Optimization, Springer, vol. 81(4), pages 967-989, December.
9. Zhang, Jing & Wang, Qin & Mays, D'Arcy, 2021. "Robust MAVE through nonconvex penalized regression," Computational Statistics & Data Analysis, Elsevier, vol. 160(C).
10. Toshiaki Tsukurimichi & Yu Inatsu & Vo Nguyen Le Duy & Ichiro Takeuchi, 2022. "Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(6), pages 1197-1228, December.
11. Umberto Amato & Anestis Antoniadis & Italia De Feis & Irene Gijbels, 2021. "Penalised robust estimators for sparse and high-dimensional linear models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(1), pages 1-48, March.
12. Alexander Robitzsch, 2022. "Comparing the Robustness of the Structural after Measurement (SAM) Approach to Structural Equation Modeling (SEM) against Local Model Misspecifications with Alternative Estimation Approaches," Stats, MDPI, vol. 5(3), pages 1-42, July.
13. Yang Peng & Bin Luo & Xiaoli Gao, 2022. "Robust Moderately Clipped LASSO for Simultaneous Outlier Detection and Variable Selection," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 694-707, November.
14. Kepplinger, David, 2023. "Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 183(C).
15. Jad Beyhum & Ingrid Keilegom, 2023. "Robust censored regression with $$\ell _1$$ ℓ 1 -norm regularization," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(1), pages 146-162, March.
16. Mishra, Aditya & Müller, Christian L., 2022. "Robust regression with compositional covariates," Computational Statistics & Data Analysis, Elsevier, vol. 165(C).
17. Patrick L. Combettes & Christian L. Müller, 2021. "Regression Models for Compositional Data: General Log-Contrast Formulations, Proximal Optimization, and Microbiome Data Applications," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 13(2), pages 217-242, July.
18. Farnè, Matteo & Vouldis, Angelos T., 2018. "A methodology for automised outlier detection in high-dimensional datasets: an application to euro area banks' supervisory data," Working Paper Series 2171, European Central Bank.
19. Hui Jiang & Tianyu Zhan, 2017. "Unit-Free and Robust Detection of Differential Expression from RNA-Seq Data," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 9(1), pages 178-199, June.
20. Young‐Geun Choi & Lawrence P. Hanrahan & Derek Norton & Ying‐Qi Zhao, 2022. "Simultaneous spatial smoothing and outlier detection using penalized regression, with application to childhood obesity surveillance from electronic health records," Biometrics, The International Biometric Society, vol. 78(1), pages 324-336, March.
21. Z. John Daye & Jinbo Chen & Hongzhe Li, 2012. "High-Dimensional Heteroscedastic Regression with an Application to eQTL Data Analysis," Biometrics, The International Biometric Society, vol. 68(1), pages 316-326, March.
22. Luca Insolia & Ana Kenney & Francesca Chiaromonte & Giovanni Felici, 2022. "Simultaneous feature selection and outlier detection with optimality guarantees," Biometrics, The International Biometric Society, vol. 78(4), pages 1592-1603, December.
23. Mingyang Ren & Sanguo Zhang & Qingzhao Zhang, 2021. "Robust high-dimensional regression for data with anomalous responses," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(4), pages 703-736, August.
24. Tianxiang Liu & Ting Kei Pong & Akiko Takeda, 2019. "A refined convergence analysis of $$\hbox {pDCA}_{e}$$ pDCA e with applications to simultaneous sparse recovery and outlier detection," Computational Optimization and Applications, Springer, vol. 73(1), pages 69-100, May.
25. Zhang, Yuexia & Qin, Guoyou & Zhu, Zhongyi & Xu, Wanghong, 2019. "A novel robust approach for analysis of longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 138(C), pages 83-95.
26. Elvezio Ronchetti, 2021. "The main contributions of robust statistics to statistical science and a new challenge," METRON, Springer;Sapienza Università di Roma, vol. 79(2), pages 127-135, August.
27. Yingli Pan & Zhan Liu & Guangyu Song, 2021. "Outlier detection under a covariate-adjusted exponential regression model with censored data," Computational Statistics, Springer, vol. 36(2), pages 961-976, June.
28. Zhan Gao & Hyungsik Roger Moon, 2024. "Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens," Papers 2408.03930, arXiv.org.
29. She, Yiyuan, 2012. "An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors," Computational Statistics & Data Analysis, Elsevier, vol. 56(10), pages 2976-2990.
30. Daniela De Canditiis & Italia De Feis, 2021. "Anomaly Detection in Multichannel Data Using Sparse Representation in RADWT Frames," Mathematics, MDPI, vol. 9(11), pages 1-26, June.