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Robust-to-outliers square-root Lasso, simultaneous inference with a MOM approach
Alexis Derumigny
(TU Delft)
Jun 01. 2022, 11:15 — 12:00
Further Information
Venue:
ESI Boltzmann Lecture Hall
Associated Event:
Computational Uncertainty Quantification: Mathematical Foundations, Methodology & Data (Thematic Programme)
Organizer(s):
Clemens Heitzinger (TU Vienna)
Fabio Nobile (EPFL, Lausanne)
Robert Scheichl (U Heidelberg)
Christoph Schwab (ETH Zürich)
Sara van de Geer (ETH Zürich)
Karen Willcox (U of Texas, Austin)