Ultrahigh-Dimensional Robust and Efficient Sparse Regression Using Non-Concave Penalized Density Power Divergence

Abhik Ghosh, Subhabrata Majumdar. Ultrahigh-Dimensional Robust and Efficient Sparse Regression Using Non-Concave Penalized Density Power Divergence. IEEE Transactions on Information Theory, 66(12):7812-7827, 2020. [doi]

Abstract

Abstract is missing.