In the presence of a heavy-tail noise distribution, regression becomes much more di cult. Traditional robust regression methods assume that the noise distribution is symmetric and...
Least trimmed squares (LTS) regression is based on the subset of h cases (out of n) whose least squares t possesses the smallest sum of squared residuals. The coverage h may be se...
In this paper, we develop algorithms for robust linear regression by leveraging the connection between the problems of robust regression and sparse signal recovery. We explicitly ...