Efficient Computation of Sparse and Robust Maximum Association Estimators

1 code implementation • 29 Nov 2023 • Pia Pfeiffer, Andreas Alfons, Peter Filzmoser

This paper investigates how such procedures can be used for robust sparse association estimators.

When Respondents Don't Care Anymore: Identifying the Onset of Careless Responding

2 code implementations • 13 Mar 2023 • Max Welz, Andreas Alfons

An empirical application on data from a seminal study on the incidence of careless responding reveals that the reported incidence has likely been substantially underestimated due to the presence of respondents that were careless for only parts of the questionnaire.

SparseStep: Approximating the Counting Norm for Sparse Regularization

1 code implementation • 24 Jan 2017 • Gerrit J. J. van den Burg, Patrick J. F. Groenen, Andreas Alfons

The SparseStep algorithm is presented for the estimation of a sparse parameter vector in the linear regression problem.

Sparse Learning Methodology 62J05, 62J07

Sparse least trimmed squares regression for analyzing high-dimensional large data sets

no code implementations • 17 Apr 2013 • Andreas Alfons, Christophe Croux, Sarah Gelper

Sparse model estimation is a topic of high importance in modern data analysis due to the increasing availability of data sets with a large number of variables.

Applications