Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Robust Elastic Net Regression   We propose a robust elastic net (REN) model for high-dimensional sparse
regression and give its performance guarantees (both the statistical error
bound and the optimization bound). A simple idea of trimming the inner product
is applied to the elastic net model. Specifically, we robustify the covariance
matrix by trimming the inner product based on the intuition that the trimmed
inner product can not be significant affected by a bounded number of
arbitrarily corrupted points (outliers). The REN model can also derive two
interesting special cases: robust Lasso and robust soft thresholding.
Comprehensive experimental results show that the robustness of the proposed
model consistently outperforms the original elastic net and matches the
performance guarantees nicely.

22
The categories of this paper are: chao-dyn
17
The categories of this paper are: q-fin
6
The categories of this paper are: astro-ph
8
The categories of this paper are: hep-ex
23
The categories of this paper are: solv-int
13
The categories of this paper are: quant-ph
37
The categories of this paper are: supr-con
12
The categories of this paper are: nucl-th
20
The categories of this paper are: acc-phys
25
The categories of this paper are: patt-sol
35
The categories of this paper are: mtrl-th
2
The categories of this paper are: math
36
The categories of this paper are: cmp-lg
0
The categories of this paper are: hep-ph
29
The categories of this paper are: funct-an
28
The categories of this paper are: alg-geom