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Outlier-robust estimation of a sparse linear model using l1-penalized huber's m-estimator

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Lasso and Partially-Rotated Designs

math.ST · 2025-05-16 · accept · novelty 6.0

Partially-rotated designs make Lasso's prediction error independent of arbitrarily correlated off-support columns.

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  • Lasso and Partially-Rotated Designs math.ST · 2025-05-16 · accept · none · ref 6

    Partially-rotated designs make Lasso's prediction error independent of arbitrarily correlated off-support columns.