An Improved Algorithm for Discrete $l_1 $ Linear Approximation

DOI10.1137/0710069zbMath0266.65016OpenAlexW2086847993WikidataQ56698204 ScholiaQ56698204MaRDI QIDQ5683621

F. D. K. Roberts, Ian Barrodale

Publication date: 1973

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0710069

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65)

Related Items (only showing first 100 items - show all)

An efficient method for \(l^\infty\) regression ⋮ Flexible \(L\)-estimation in the linear model ⋮ A linked list data structure for a simple linear regression algorithm ⋮ Local search methods for \(\ell_{1}\)-minimization in frame based signal compression ⋮ Determining and benchmarking risk neutral distributions implied from option prices ⋮ Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987 ⋮ On orthogonal linear \(\ell_1\) approximation ⋮ On computing a best discrete \(L_ 1\) approximation using the method of vanishing Jacobians ⋮ Extension of some results for channel capacity using a generalized information measure ⋮ Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study ⋮ New technique for linear static state estimation based on weighted least absolute value approximations ⋮ Parameter estimation in linear static systems based on weighted least absolute value estimation ⋮ Degeneracy in the presence of roundoff errors ⋮ Robust regression with both continuous and binary regressors ⋮ Least absolute deviations estimation for uncertain autoregressive model ⋮ LAD regression for detecting outliers in response and explanatory variables ⋮ A Comparison of plotting rules under L1 and L2 estimation of the Weibull scale and shape parameters in situations of small samples with possible censoring and outliers ⋮ Bootstrapping in least absolute value regression: an application to hypothesis testing ⋮ Least Absolute Regression Revisited ⋮ -Chart with runs and variable sampling intervals ⋮ Least-modules estimates for spatial autoregression coefficients ⋮ On w-estimators of a linear functional relationship ⋮ Nonoscillatory solution of the steady-state inviscid Burgers' equation by mathematical programming ⋮ Über die genaue Berechnung von besten \(L^1\)-Approximierenden ⋮ Least absolute deviations estimation for uncertain regression with imprecise observations ⋮ Further improvements in the calculation of censored quantile regressions ⋮ Robust Estimation for Parameters of the Extended Burr Type III Distribution ⋮ Algorithms for roundoff error analysis - a relative error approach ⋮ DCR 2: An improved algorithm for \(\ell_\infty\) rational approximation on intervals ⋮ Robust estimation of parameter for fractal inverse problem ⋮ Implementation and analysis of a variant of the dual method for the capacitated transshipment problem ⋮ An algorithm for a least absolute value regression problem with bounds on the parameters ⋮ Computational experience with an algorithm for discrete \(L_ 1\) approximation ⋮ Valuating residential real estate using parametric programming ⋮ Robust time series analysis ⋮ Selecting between causal and noncausal models with quantile autoregressions ⋮ Weighted median algorithms for \(L_ 1\) approximation ⋮ A discrete characterization theorem for the discrete \(L_ 1\) linear approximation problem ⋮ On the application of iterative methods of nondifferentiable optimization to some problems of approximation theory ⋮ Minimax approximations to theoretical models using experimental data ⋮ Analysis of programming properties and the row-column generation method for 1-norm support vector machines ⋮ Least absolute deviations problem for the Michaelis-Menten function ⋮ Generalized solution of linear systems and image restoration ⋮ Estimating LAD Regression Coefficients with Best Subset Points ⋮ A row relaxation method for large \(l_ 1\) problems ⋮ Pattern search method for discrete \(L_{1}\)-approximation ⋮ Robust estimation based on the least absolute deviations method and the Kalman filter ⋮ On the solution of the errors in variables problem using the \(l_ 1\) norm ⋮ Bayesian quantile regression for ordinal models ⋮ A genetic method of LAD estimation for models with censored data ⋮ A globally and quadratically convergent affine scaling method for linear \(l_ 1\) problems ⋮ Least absolute value and chebychev estimation utilizing least squares results ⋮ Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions ⋮ Lagrangian approach for large-scale least absolute value estimation ⋮ Signal recovery by discrete approximation and a Prony-like method ⋮ Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression ⋮ Multivariate data modelling by metric approximants ⋮ Linear programming and \(\ell _ 1\) regression: A geometric interpretation ⋮ Comparison of mathematical programming software: A case study using discrete \(L_ 1\) approximation codes ⋮ The numerical solution of first kind integral equations ⋮ Minimum \(L_\infty\) solution of unerdetermined systems of linear equations ⋮ Deleting outliers in robust regression with mixed integer programming ⋮ Clusterwise linear regression ⋮ Linear programming for weighted deviation problems using compact basis techniques ⋮ Parametric modeling of quantile regression coefficient functions ⋮ A survey of published programs for best approximation ⋮ System order reduction using the induced operator norm and its applications to linear regulators ⋮ Joint Regression Analysis of Survival and Quality-Adjusted Survival ⋮ Another look at linear programming for feature selection via methods of regularization ⋮ Optimal filtering of linear discrete dynamic systems based on least absolute value approximations ⋮ Optimal filtering for continuous linear dynamic systems based on WLAV approximations ⋮ Correcting Data Corruption Errors for Multivariate Function Approximation ⋮ Improving the computation of censored quantile regressions ⋮ A collocation method for parabolic quasilinear problems on general domains ⋮ Time-adaptive quantile regression ⋮ An interval programming algorithm for discrete linear \(L_ 1\) approximation problems ⋮ On median polish and \(L_ 1\) estimators ⋮ Parametric modeling of quantile regression coefficient functions with count data ⋮ Robust autoregressive estimates using quadratic programming ⋮ Calculation of shocked one-dimensional flows on abruptly changing grids by mathematical programming ⋮ New algorithm for optimal parameter estimation with linear constraints ⋮ Exact computation of censored least absolute deviations estimator ⋮ Simple resampling methods for censored regression quantiles ⋮ Robust regression with both continuous and categorical predictors ⋮ Piecewise linear programming via interior points ⋮ Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation ⋮ A new LAD curve-fitting algorithm: Slightly overdetermined equation systems in \(L_ 1\) ⋮ Approximation in normed linear spaces ⋮ An efficient algorithm for solving the discrete minisum problem ⋮ Asymptotics of M-estimators in two-phase linear regression models. ⋮ On spline estimators and prediction intervals in nonparametric regression. ⋮ Up- and down-dating procedures for linear \(L_ 1\) regression ⋮ On the use of the simplex algorithm for the absolute deviation curve fitting problem ⋮ Algorithms for unconstrained \(L_ 1\) simple linear regression ⋮ A new technique for curve fitting based on minimum absolute deviations ⋮ Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form ⋮ Nonlinear L_P-norm estimation: part I - on the choice of the exponent, p, where the errors are additive ⋮ A numerical method for mass spectral data analysis ⋮ Primal-dual interior point approach for computing \(l_ 1\)-solutions and \(l_ \infty\)-solutions of overdetermined linear systems ⋮ An \(L_{1}\) estimation algorithm with degeneracy and linear constraints.

This page was built for publication: An Improved Algorithm for Discrete $l_1 $ Linear Approximation