CR-Lasso: Robust cellwise regularized sparse regression

• Published in: Computational statistics & data analysis Vol. 197; p. 107971
• Main Authors: Su, Peng, Tarr, Garth, Muller, Samuel, Wang, Suojin
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.09.2024
• Subjects: Cellwise contamination; Cellwise regularization; Feature selection; Robust sparse regression; Cellwise contamination; Feature selection; Cellwise regularization; Robust sparse regression

Cellwise contamination remains a challenging problem for data scientists, particularly in research fields that require the selection of sparse features. Traditional robust methods may not be feasible nor efficient in dealing with such contaminated datasets. A robust Lasso-type cellwise regularizatio...