A fast algorithm for non-negativity model selection

DOI10.1007/S11222-012-9318-8MaRDI QIDQ746289zbMATH OpenOpenAlexFDO

Authors Cristian Gatu, Erricos J. Kontoghiorghes

Publication date 16 October 2015

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-012-9318-8

zbMATH Keywords

subset selectionbranch-and-bound algorithmsnon-negative least squares

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Software, source code, etc. for problems pertaining to statistics (62-04) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Paired and multiple comparisons; multiple testing (62J15)

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Cites work

• scientific article; zbMATH DE number 46873 (Why is no real title available?)
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• A Restricted Least Squares Problem
• A branch and bound algorithm for constrained least squares
• A graph approach to generate all possible regression submodels
• All possible subset regressions using the QR decomposition
• An Analysis of a Logical Machine Using Parenthesis-Free Notation
• Efficient algorithms for computing the best subset regression models for large-scale problems
• Inequality Restrictions in Regression Analysis
• Interior-point methods
• Parallel algorithms for linear models. Numerical methods and estimation problems
• Regressions by Leaps and Bounds
• Restricted Least Squares Regression and Convex Quadratic Programming
• Simultaneous estimation in a restricted linear model
• The Simplex Method for Quadratic Programming
• The polynomial solvability of convex quadratic programming

Cited in

(3)

• Efficient least angle regression for identification of linear-in-the-parameters models
• \(l_1\) regularized multiplicative iterative path algorithm for non-negative generalized linear models
• S-NNLS: An efficient non-negative least squares algorithm for sequential data

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Uses Software

• SenSrivastava

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