Efficient algorithms for computing the best subset regression models for large-scale problems
From MaRDI portal
(Redirected from Publication:1020780)
Recommendations
- Subset selection for multiple linear regression via optimization
- Computational efficiency in all possible regressions
- A regression subset-selection strategy for fat-structure data
- Selection of Subsets of Regression Variables
- Equivalence of several methods for efficient best subsets selection in generalized linear models
Cites work
- A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
- A Branch and Bound Algorithm for Feature Subset Selection
- A graph approach to generate all possible regression submodels
- All possible subset regressions using the QR decomposition
- Better Subset Regression Using the Nonnegative Garrote
- Efficient strategies for deriving the subset VAR models
- scientific article; zbMATH DE number 47344 (Why is no real title available?)
- scientific article; zbMATH DE number 3551729 (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 3347516 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- Parallel algorithms for linear models. Numerical methods and estimation problems
- Regressions by Leaps and Bounds
- The elements of statistical learning. Data mining, inference, and prediction
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(31)- Editorial: 2nd special issue on applications of optimization heuristics to estimation and modelling problems
- Variable selection in regression models using nonstandard optimisation of information criteria
- A graph approach to generate all possible regression submodels
- Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
- On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model
- A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection
- Robust model selection using fast and robust bootstrap
- Group subset selection for linear regression
- A comparison of simulated annealing algorithms for variable selection in principal component analysis and discriminant analysis
- Complete subset regressions with large-dimensional sets of predictors
- Autoregressive prediction with rolling mechanism for time series forecasting with small sample size
- Covariate unit root tests with good size and power
- Robust subset selection
- A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al.
- Exact methods for variable selection in principal component analysis: guide functions and pre-selection
- A regression tree algorithm for the identification of convergence clubs
- Fast robust estimation of prediction error based on resampling
- Bayesian variable selection and model averaging in the arbitrage pricing theory model
- Mixed integer second-order cone programming formulations for variable selection in linear regression
- A regression subset-selection strategy for fat-structure data
- Computational efficiency in all possible regressions
- Two-stage least squares and indirect least squares algorithms for simultaneous equations models
- All possible subset regressions using the triangular decomposition
- A polynomial algorithm for best-subset selection problem
- scientific article; zbMATH DE number 7071638 (Why is no real title available?)
- Equivalence of several methods for efficient best subsets selection in generalized linear models
- Bayesian quantile regression with subset selection: a decision analysis perspective
- A fast algorithm for non-negativity model selection
- An efficient branch-and-bound strategy for subset vector autoregressive model selection
- Boosting nonlinear additive autoregressive time series
- Unbiased generalized quasi-regression
This page was built for publication: Efficient algorithms for computing the best subset regression models for large-scale problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1020780)
