Robust sparse regression by modeling noise as a mixture of gaussians
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DOI: 10.1080/02664763.2019.1566448
Abstract: ABSTRACT Regression analysis has been proven to be a quite effective tool in a large variety of fields. In many regression models, it is often assumed that noise is with a specific distribution. Although the… read more here.
Keywords: sparse regression; regression; mog lasso; model ... See more keywords