Robust-to-outliers square-root Lasso, simultaneous inference with a MOM approach

Alexis Derumigny (TU Delft)

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)