Joint outlier detection and variable selection using discrete optimization

DOI10.2436/20.8080.02.109MaRDI QIDQ5158710zbMATH OpenFDO

Authors Mahdi Jammal, Stéphane Canu, Maher Abdallah

Publication date 26 October 2021

Full work available at URL https://doi.org/10.2436/20.8080.02.109

zbMATH Keywords

linear regressionmixed integer programmingoutlier detectionrobust optimizationstatistical learningvariable selection

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Diagnostics, and linear inference and regression (62J20) Learning and adaptive systems in artificial intelligence (68T05) Mixed integer programming (90C11)

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Cites work

• A survey of outlier detection methodologies
• Best subset selection via a modern optimization lens
• Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 1906319 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 6438182 (Why is no real title available?)
• Least trimmed squares regression, least median squares regression, and mathematical program\-ming
• Outlier detection using nonconvex penalized regression
• Proximal alternating linearized minimization for nonconvex and nonsmooth problems
• Robust Lasso With Missing and Grossly Corrupted Observations
• Sparse least trimmed squares regression for analyzing high-dimensional large data sets
• The shooting S-estimator for robust regression

Cited in

(3)

• Variable selection in discriminant analysis in the presence of outliers
• Simultaneous feature selection and outlier detection with optimality guarantees
• Mathematical programming for simultaneous feature selection and outlier detection under l1 norm

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