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)