OR Forum—An Algorithmic Approach to Linear Regression (Q2806052): Difference between revisions

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+Dimitris J. Bertsimas
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+Characterization of the equivalence of robustification and regularization in linear and matrix regression
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+Least quantile regression via modern optimization
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+Theory and Applications of Robust Optimization
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+Best subset selection via a modern optimization lens
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+A brief history of linear and mixed-integer programming computation
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+Atomic Decomposition by Basis Pursuit
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+Bootstrap confidence intervals. With comments and a rejoinder by the authors
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+Bootstrap methods: another look at the jackknife
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+Regressions by Leaps and Bounds
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+Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint
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+A General Qualitative Definition of Robustness
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+Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
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+A significance test for the lasso
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+Computing in Operations Research Using Julia
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+<i>SparseNet</i>: Coordinate Descent With Nonconvex Penalties
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+Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
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+Least Median of Squares Regression
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+On constrained and regularized high-dimensional regression
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+Q4445254
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+The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
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+Q2880935
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+Model Selection and Estimation in Regression with Grouped Variables
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+A general theory of concave regularization for high-dimensional sparse estimation problems
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+The composite absolute penalties family for grouped and hierarchical variable selection
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