### Po-Ling Loh - Robust estimation, efficiency, and Lasso debiasing

### 4 Answers

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Here's her related paper: Loh (2017). Statistical consistency and asymptotic normality for high-dimensional robust M-estimators. Ann. Statist. Volume 45, Number 2 (2017), 866-896.

arXiv: https://arxiv.org/abs/1501.00312

Published version link is here: http://dx.doi.org/10.1214/16-AOS1471

arXiv: https://arxiv.org/abs/1501.00312

Published version link is here: http://dx.doi.org/10.1214/16-AOS1471

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Question about talk asked by John Kolassa: https://www.allanswered.com/post/kqww/local-curature-for-po-ling-loh/

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I asked this in the wrong spot; here it is relocated:

How sensitive is the estimation of beta to the estimate of sigma? This impacts how dense the sigma grid needs to be.

How sensitive is the estimation of beta to the estimate of sigma? This impacts how dense the sigma grid needs to be.

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Should we ask questions in a new post or as an "answer"?

I am copying my question in another post here:

Since you have used robust loss function, have you thought about settings with outliers?
It's better to keep all the responses in the same thread, i.e. the thread for each talk which I created. That way it's still easy to find all the talks in the main list without going to the 3rd or 4th page of listings.

I am copying my question in another post here:

Since you have used robust loss function, have you thought about settings with outliers?

written
9 months ago by
Todd Kuffner

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