AC-IHT is a two-stage iterative algorithm for contaminated high-dimensional regression that attains minimax near-optimal rates, signal adaptivity under suitable conditions, and the strong oracle property.
arXiv preprint arXiv:2004.05990 , year=
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Adversarial Contamination Meets Hard Thresholding: An Iterative Algorithm with Signal Adaptivity and Minimax Optimality
AC-IHT is a two-stage iterative algorithm for contaminated high-dimensional regression that attains minimax near-optimal rates, signal adaptivity under suitable conditions, and the strong oracle property.