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]

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