Robust subset selection (Q2076115)

scientific article; zbMATH DE number 7476346

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English	Robust subset selection	scientific article; zbMATH DE number 7476346

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instance of

scholarly article

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title

Robust subset selection (English)

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published in

Computational Statistics and Data Analysis

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publication date

18 February 2022

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full work available at URL

https://arxiv.org/abs/2005.08217

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zbMATH Keywords

best subset selection

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least trimmed squares

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sparse regression

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robust regression

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discrete optimization

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mixed-integer optimization

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author

Ryan C. Thompson

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describes a project that uses

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MaRDI publication profile

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cites work

Q5478210

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

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Penalised robust estimators for sparse and high-dimensional linear models

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Best subset selection via a modern optimization lens

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

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Least angle regression. (With discussion)

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

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Fast best subset selection: coordinate descent and local combinatorial optimization algorithms

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Minimum distance Lasso for robust high-dimensional regression

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

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Robust Lasso With Missing and Grossly Corrupted Observations

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

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Piecewise linear regularized solution paths

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On constrained and regularized high-dimensional regression

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Robust and sparse estimators for linear regression models

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Best subset selection via cross-validation criterion

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Q4864293

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On the conditions used to prove oracle results for the Lasso

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Robust Variable Selection With Exponential Squared Loss

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

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Nearly unbiased variable selection under minimax concave penalty

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Q3174050

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

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Identifiers

Mathematics Subject Classification ID

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10.1016/J.CSDA.2021.107415

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Sitelinks

Mathematics(1 entry)

mardi Publication:2076115