Robust and sparse regression in generalized linear model by stochastic optimization. Kawashima, T. & Fujisawa, H. Japanese Journal of Statistics and Data Science, 2(2):465–489, Springer Singapore, 2019.
bibtex   
@article{kawashima2019robust,
  title={Robust and sparse regression in generalized linear model by stochastic optimization},
  author={Kawashima, Takayuki and Fujisawa, Hironori},
  journal={Japanese Journal of Statistics and Data Science},
  volume={2},
  number={2},
  pages={465--489},
  year={2019},
  publisher={Springer Singapore}
}

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