OR forum: An algorithmic approach to linear regression
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Cites work
- scientific article; zbMATH DE number 2034576 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A General Qualitative Definition of Robustness
- A brief history of linear and mixed-integer programming computation
- A general theory of concave regularization for high-dimensional sparse estimation problems
- A significance test for the lasso
- Atomic Decomposition by Basis Pursuit
- Best subset selection via a modern optimization lens
- Best subset selection, persistence in high-dimensional statistical learning and optimization under l₁ constraint
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- Bootstrap methods: another look at the jackknife
- Characterization of the equivalence of robustification and regularization in linear and matrix regression
- Computing in operations research using Julia
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Consistency of the group Lasso and multiple kernel learning
- Least Median of Squares Regression
- Least quantile regression via modern optimization
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over \ell_q-Balls
- Model Selection and Estimation in Regression with Grouped Variables
- On constrained and regularized high-dimensional regression
- Regressions by Leaps and Bounds
- Robustness and regularization of support vector machines
- SparseNet: coordinate descent with nonconvex penalties
- The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
- The composite absolute penalties family for grouped and hierarchical variable selection
- Theory and applications of robust optimization
Cited in
(48)- Optimal classification trees
- Estimation of l₀ norm penalized models: a statistical treatment
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
- Certifiably optimal sparse principal component analysis
- On mathematical optimization for clustering categories in contingency tables
- Group Selection and Shrinkage: Structured Sparsity for Semiparametric Additive Models
- An Exact Game-Theoretic Variable Importance Index for Generalized Additive Models
- Rejoinder: ``Sparse regression: scalable algorithms and empirical performance
- Budget constrained model selection for multiple linear regression
- Rank-one convexification for sparse regression
- Optimal randomized classification trees
- Classification and Regression via Integer Optimization
- Semi-automated simultaneous predictor selection for regression-SARIMA models
- A Classifier to Decide on the Linearization of Mixed-Integer Quadratic Problems in CPLEX
- Predictive stochastic programming
- Logistic regression: from art to science
- A two-stage approach to the UCITS-constrained index-tracking problem
- Optimization of tree ensembles
- scientific article; zbMATH DE number 7387624 (Why is no real title available?)
- Piecewise Linear Function Fitting via Mixed-Integer Linear Programming
- scientific article; zbMATH DE number 7370569 (Why is no real title available?)
- Identifying Fixations in Gaze Data via Inner Density and Optimization
- Optimization problems for machine learning: a survey
- An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series
- Sparse Solutions by a Quadratically Constrained ℓq (0 <q< 1) Minimization Model
- Time series modeling and forecasting by mathematical programming
- Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor
- Integer programming in psychology: a review and directions for future research
- Constrained optimization of rank-one functions with indicator variables
- Investigating consumers' store-choice behavior via hierarchical variable selection
- On clustering and interpreting with rules by means of mathematical optimization
- Subset selection for multiple linear regression via optimization
- Supermodularity and valid inequalities for quadratic optimization with indicators
- Best subset selection via a modern optimization lens
- Linear regression with mismatched data: a provably optimal local search algorithm
- On the convexification of constrained quadratic optimization problems with indicator variables
- Automated subset selection via information criteria optimization in generalized linear models
- Clustering data that are graph connected
- Ideal formulations for constrained convex optimization problems with indicator variables
- Scalable holistic linear regression
- Linear regression with partially mismatched data: local search with theoretical guarantees
- Robust subset selection
- A unified framework for bivariate clustering and regression problems via mixed-integer linear programming
- Best subset selection via cross-validation criterion
- Acceptable set topic modeling
- Integer constraints for enhancing interpretability in linear regression
- On constrained smoothing and out-of-range prediction using P-splines: a conic optimization approach
- On the convex hull of convex quadratic optimization problems with indicators
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