{"id":"https://openalex.org/W4409640961","doi":"https://doi.org/10.1109/tsp.2025.3563225","title":"The Adaptive $\\tau$-Lasso: Robustness and Oracle Properties","display_name":"The Adaptive $\\tau$-Lasso: Robustness and Oracle Properties","publication_year":2025,"publication_date":"2025-01-01","ids":{"openalex":"https://openalex.org/W4409640961","doi":"https://doi.org/10.1109/tsp.2025.3563225"},"language":"en","primary_location":{"id":"doi:10.1109/tsp.2025.3563225","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2025.3563225","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5063148322","display_name":"Emadaldin Mozafari-Majd","orcid":"https://orcid.org/0000-0002-6319-9438"},"institutions":[{"id":"https://openalex.org/I9927081","display_name":"Aalto University","ror":"https://ror.org/020hwjq30","country_code":"FI","type":"education","lineage":["https://openalex.org/I9927081"]}],"countries":["FI"],"is_corresponding":true,"raw_author_name":"Emadaldin Mozafari-Majd","raw_affiliation_strings":["Department of Information and Communications Engineering, Aalto University, Espoo, Finland"],"affiliations":[{"raw_affiliation_string":"Department of Information and Communications Engineering, Aalto University, Espoo, Finland","institution_ids":["https://openalex.org/I9927081"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5105267090","display_name":"Visa Koivunen","orcid":"https://orcid.org/0000-0003-1454-5928"},"institutions":[{"id":"https://openalex.org/I9927081","display_name":"Aalto University","ror":"https://ror.org/020hwjq30","country_code":"FI","type":"education","lineage":["https://openalex.org/I9927081"]}],"countries":["FI"],"is_corresponding":false,"raw_author_name":"Visa Koivunen","raw_affiliation_strings":["Department of Information and Communications Engineering, Aalto University, Espoo, Finland"],"affiliations":[{"raw_affiliation_string":"Department of Information and Communications Engineering, Aalto University, Espoo, Finland","institution_ids":["https://openalex.org/I9927081"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5063148322"],"corresponding_institution_ids":["https://openalex.org/I9927081"],"apc_list":null,"apc_paid":null,"fwci":4.1014,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.92944617,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":91,"max":99},"biblio":{"volume":"73","issue":null,"first_page":"2464","last_page":"2479"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9940999746322632,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9940999746322632,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9887999892234802,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.9821000099182129,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness (evolution)","score":0.7299373149871826},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5997316837310791},{"id":"https://openalex.org/keywords/oracle","display_name":"Oracle","score":0.47794631123542786},{"id":"https://openalex.org/keywords/lasso","display_name":"Lasso (programming language)","score":0.4289090633392334},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.39392518997192383},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3572689890861511}],"concepts":[{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.7299373149871826},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5997316837310791},{"id":"https://openalex.org/C55166926","wikidata":"https://www.wikidata.org/wiki/Q2892946","display_name":"Oracle","level":2,"score":0.47794631123542786},{"id":"https://openalex.org/C37616216","wikidata":"https://www.wikidata.org/wiki/Q3218363","display_name":"Lasso (programming language)","level":2,"score":0.4289090633392334},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.39392518997192383},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3572689890861511},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C115903868","wikidata":"https://www.wikidata.org/wiki/Q80993","display_name":"Software engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tsp.2025.3563225","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2025.3563225","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":40,"referenced_works":["https://openalex.org/W1460189015","https://openalex.org/W1523985187","https://openalex.org/W2014360396","https://openalex.org/W2020925091","https://openalex.org/W2035684306","https://openalex.org/W2039385587","https://openalex.org/W2039943102","https://openalex.org/W2039989197","https://openalex.org/W2051245758","https://openalex.org/W2069627663","https://openalex.org/W2075490785","https://openalex.org/W2122825543","https://openalex.org/W2128624462","https://openalex.org/W2128899793","https://openalex.org/W2135046866","https://openalex.org/W2147534083","https://openalex.org/W2168189541","https://openalex.org/W2302063474","https://openalex.org/W2314467091","https://openalex.org/W2338469198","https://openalex.org/W2435937386","https://openalex.org/W2535199417","https://openalex.org/W2563552746","https://openalex.org/W2617337526","https://openalex.org/W2896398456","https://openalex.org/W2963786589","https://openalex.org/W2963927498","https://openalex.org/W2964248738","https://openalex.org/W2964346891","https://openalex.org/W2990681736","https://openalex.org/W3101498811","https://openalex.org/W3102726611","https://openalex.org/W3181763722","https://openalex.org/W4211030719","https://openalex.org/W4211079158","https://openalex.org/W4249446031","https://openalex.org/W4249947721","https://openalex.org/W4310489637","https://openalex.org/W6698446188","https://openalex.org/W6699044261"],"related_works":["https://openalex.org/W2051487156","https://openalex.org/W2073713056","https://openalex.org/W3110702597","https://openalex.org/W2078761926","https://openalex.org/W2110441383","https://openalex.org/W2125620709","https://openalex.org/W2073681303","https://openalex.org/W1498872724","https://openalex.org/W4256576576","https://openalex.org/W4362499101"],"abstract_inverted_index":{"This":[0],"paper":[1],"introduces":[2],"a":[3,82,89,251],"new":[4],"regularized":[5,217],"version":[6],"of":[7,57,92,125,136,166,195,215,226,253],"the":[8,21,55,62,100,104,123,126,131,137,148,153,164,193,200,207,212,241,264],"robust":[9,35],"\u03c4-regression":[10],"estimator":[11,281],"for":[12,232,250],"analyzing":[13],"high-dimensional":[14,260],"datasets":[15],"subject":[16],"to":[17,36,84,122,130],"gross":[18],"contamination":[19],"in":[20,174,224,237,259,285],"response":[22],"variables":[23,59],"and":[24,38,60,111,152,161,171,177,197,203,228,244,262,270],"covariates":[25],"(explanatory":[26],"variables).":[27],"The":[28],"resulting":[29],"estimator,":[30],"termed":[31],"adaptive":[32,45,73,101,201,242],"\u03c4-Lasso,":[33],"is":[34,266,275],"outliers":[37,196,269],"high-leverage":[39,198,271],"points.":[40,272],"It":[41],"also":[42,182],"incorporates":[43],"an":[44],"<italic":[46,74,94],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[47,49,75,77,95],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">l</i><sub":[48,76],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">1</sub>-norm":[50,78],"penalty":[51,79],"term,":[52],"which":[53],"enables":[54],"selection":[56,230],"relevant":[58],"reduces":[61],"bias":[63],"associated":[64],"with":[65,219],"large":[66],"true":[67,132,138],"regression":[68,86,127,139,256],"coefficients.":[69],"More":[70],"specifically,":[71],"this":[72,238],"term":[80],"assigns":[81],"weight":[83],"each":[85],"coefficient.":[87],"For":[88],"fixed":[90],"number":[91],"predictors":[93],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">p</i>,":[96],"we":[97],"show":[98],"that":[99,163,278],"\u03c4-Lasso":[102,167,202,204,243,245],"has":[103],"oracle":[105],"property,":[106],"ensuring":[107],"both":[108,175],"variable-selection":[109],"consistency":[110],"asymptotic":[112],"normality":[113,119],"under":[114],"fairly":[115],"mild":[116],"conditions.":[117],"Asymptotic":[118],"applies":[120],"only":[121],"entries":[124],"vector":[128,140],"corresponding":[129],"support,":[133],"assuming":[134],"knowledge":[135],"support.":[141],"We":[142,156,181],"characterize":[143],"its":[144],"robustness":[145,170,188],"by":[146,268],"establishing":[147],"finite-sample":[149],"breakdown":[150],"point":[151],"influence":[154],"function.":[155],"carry":[157],"out":[158],"extensive":[159],"simulations":[160],"observe":[162],"class":[165],"estimators":[168,205,246],"exhibits":[169],"reliable":[172],"performance":[173,209],"contaminated":[176,267],"uncontaminated":[178],"data":[179,265],"settings.":[180],"validate":[183],"our":[184],"theoretical":[185],"findings":[186],"on":[187],"properties":[189],"through":[190],"simulations.":[191],"In":[192],"face":[194],"points,":[199],"achieve":[206],"best":[208,213],"or":[210,221],"match":[211],"performances":[214],"competing":[216],"estimators,":[218],"minimal":[220],"no":[222,279],"loss":[223],"terms":[225],"prediction":[227],"variable":[229],"accuracy":[231],"almost":[233],"all":[234,286],"scenarios":[235,288],"considered":[236,287],"study.":[239],"Therefore,":[240],"provide":[247],"attractive":[248],"tools":[249],"variety":[252],"sparse":[254],"linear":[255],"problems,":[257],"particularly":[258],"settings":[261],"when":[263],"However,":[273],"it":[274],"worth":[276],"noting":[277],"particular":[280],"uniformly":[282],"dominates":[283],"others":[284]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1}],"updated_date":"2026-04-04T08:04:53.788161","created_date":"2025-04-22T00:00:00"}