Robust subset selection (Q2076115)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Robust subset selection	scientific article

Statements

scholarly article

0 references

Robust subset selection (English)

0 references

10.1016/j.csda.2021.107415

0 references

Computational Statistics and Data Analysis

0 references

publication date

18 February 2022

0 references

full work available at URL

https://arxiv.org/abs/2005.08217

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

zbMATH Keywords

best subset selection

0 references

least trimmed squares

0 references

sparse regression

0 references

robust regression

0 references

discrete optimization

0 references

mixed-integer optimization

0 references

Ryan C. Thompson

0 references

describes a project that uses

0 references

0 references

0 references

0 references

MaRDI profile type

MaRDI publication profile

0 references

0 references

0 references

Sparse least trimmed squares regression for analyzing high-dimensional large data sets

0 references

Penalised robust estimators for sparse and high-dimensional linear models

0 references

On the Convergence of Alternating Minimization for Convex Programming with Applications to Iteratively Reweighted Least Squares and Decomposition Schemes

0 references

OR Forum—An Algorithmic Approach to Linear Regression

0 references

Best subset selection via a modern optimization lens

0 references

Least quantile regression via modern optimization

0 references

Sparse regression: scalable algorithms and empirical performance

0 references

Sparse high-dimensional regression: exact scalable algorithms and phase transitions

0 references

Aggregation for Gaussian regression

0 references

The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

0 references

Robust elastic net estimators for variable selection and identification of proteomic biomarkers

0 references

0 references

Least angle regression. (With discussion)

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Pathwise coordinate optimization

0 references

Regressions by Leaps and Bounds

0 references

Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons

0 references

Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms

0 references

Efficient algorithms for computing the best subset regression models for large-scale problems

0 references

MIP-BOOST: Efficient and Effective <i>L</i><sub>0</sub> Feature Selection for Linear Regression

0 references

Robust Linear Model Selection Based on Least Angle Regression

0 references

Robust regression through the Huber's criterion and adaptive lasso penalty

0 references

Minimum distance Lasso for robust high-dimensional regression

0 references

Robust Statistics

0 references

The Discrete Dantzig Selector: Estimating Sparse Linear Models via Mixed Integer Linear Optimization

0 references

Robust variable selection using least angle regression and elemental set sampling

0 references

A diagnostic method for simultaneous feature selection and outlier identification in linear regression

0 references

Sparse Approximate Solutions to Linear Systems

0 references

Robust Lasso With Missing and Grossly Corrupted Observations

0 references

Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls

0 references

Piecewise linear regularized solution paths

0 references

Least Median of Squares Regression

0 references

Outlier Detection Using Nonconvex Penalized Regression

0 references

On constrained and regularized high-dimensional regression

0 references

Robust and sparse estimators for linear regression models

0 references

Best subset selection via cross-validation criterion

0 references

0 references

On the conditions used to prove oracle results for the Lasso

0 references

Robust Variable Selection With Exponential Squared Loss

0 references

A general family of trimmed estimators for robust high-dimensional data analysis

0 references

Nearly unbiased variable selection under minimax concave penalty

0 references

0 references

Quadratic mixed integer programming and support vectors for deleting outliers in robust regression

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2076115

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2076115&oldid=36769061"