Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Robust subset selection   The best subset selection (or "best subsets") estimator is a classic tool for
sparse regression, and developments in mathematical optimization over the past
decade have made it more computationally tractable than ever. Notwithstanding
its desirable statistical properties, the best subsets estimator is susceptible
to outliers and can break down in the presence of a single contaminated data
point. To address this issue, a robust adaption of best subsets is proposed
that is highly resistant to contamination in both the response and the
predictors. The adapted estimator generalizes the notion of subset selection to
both predictors and observations, thereby achieving robustness in addition to
sparsity. This procedure, referred to as "robust subset selection" (or "robust
subsets"), is defined by a combinatorial optimization problem for which modern
discrete optimization methods are applied. The robustness of the estimator in
terms of the finite-sample breakdown point of its objective value is formally
established. In support of this result, experiments on synthetic and real data
are reported that demonstrate the superiority of robust subsets over best
subsets in the presence of contamination. Importantly, robust subsets fares
competitively across several metrics compared with popular robust adaptions of
continuous shrinkage estimators.

26
The categories of this paper are: bayes-an
3
The categories of this paper are: physics
33
The categories of this paper are: plasm-ph
30
The categories of this paper are: q-alg
15
The categories of this paper are: nucl-ex
36
The categories of this paper are: cmp-lg
27
The categories of this paper are: comp-gas
7
The categories of this paper are: hep-th
31
The categories of this paper are: ao-sci
10
The categories of this paper are: q-bio
11
The categories of this paper are: hep-lat
17
The categories of this paper are: q-fin
18
The categories of this paper are: econ
1
The categories of this paper are: cs
19
The categories of this paper are: eess
35
The categories of this paper are: mtrl-th