Pages that link to "Item:Q482902"

The following pages link to Least quantile regression via modern optimization (Q482902):

Displaying 21 items.

• Best subset selection via a modern optimization lens (Q282479) (← links)
• SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression (Q319716) (← links)
• Discrete optimization methods to fit piecewise affine models to data points (Q342537) (← links)
• Locating hyperplanes to fitting set of points: a general framework (Q1652646) (← links)
• Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689) (← links)
• Linear regression with sparsely permuted data (Q1711600) (← links)
• Cost-sensitive feature selection for support vector machines (Q1734839) (← links)
• Robust subset selection (Q2076115) (← links)
• Certifiably optimal sparse inverse covariance estimation (Q2205987) (← links)
• The ordered \(k\)-median problem: surrogate models and approximation algorithms (Q2316614) (← links)
• Optimal randomized classification trees (Q2668720) (← links)
• OR Forum—An Algorithmic Approach to Linear Regression (Q2806052) (← links)
• Piecewise Linear Function Fitting via Mixed-Integer Linear Programming (Q3386779) (← links)
• (Q4558522) (← links)
• Sparse Convex Regression (Q4995070) (← links)
• Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization (Q5010043) (← links)
• Quantile Inverse Optimization: Improving Stability in Inverse Linear Programming (Q5106382) (← links)
• Optimal classification trees (Q5915854) (← links)
• Simultaneous feature selection and outlier detection with optimality guarantees (Q6055709) (← links)
• A unified framework for bivariate clustering and regression problems via mixed-integer linear programming (Q6103471) (← links)
• Time series modeling and forecasting by mathematical programming (Q6109289) (← links)