Robust subset selection
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Publication:2076115
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Cites work
- A diagnostic method for simultaneous feature selection and outlier identification in linear regression
- A general family of trimmed estimators for robust high-dimensional data analysis
- Aggregation for Gaussian regression
- Best subset selection via a modern optimization lens
- Best subset selection via cross-validation criterion
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
- Efficient algorithms for computing the best subset regression models for large-scale problems
- Fast best subset selection: coordinate descent and local combinatorial optimization algorithms
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3829050 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 5040085 (Why is no real title available?)
- Least angle regression. (With discussion)
- Least Median of Squares Regression
- Least quantile regression via modern optimization
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over \ell_q-Balls
- Minimum distance Lasso for robust high-dimensional regression
- MIP-BOOST: Efficient and Effective L0 Feature Selection for Linear Regression
- Nearly unbiased variable selection under minimax concave penalty
- On constrained and regularized high-dimensional regression
- On the conditions used to prove oracle results for the Lasso
- On the convergence of alternating minimization for convex programming with applications to iteratively reweighted least squares and decomposition schemes
- OR forum: An algorithmic approach to linear regression
- Outlier detection using nonconvex penalized regression
- Pathwise coordinate optimization
- Penalised robust estimators for sparse and high-dimensional linear models
- Piecewise linear regularized solution paths
- Quadratic mixed integer programming and support vectors for deleting outliers in robust regression
- Regressions by Leaps and Bounds
- Robust and sparse estimators for linear regression models
- Robust elastic net estimators for variable selection and identification of proteomic biomarkers
- Robust Lasso With Missing and Grossly Corrupted Observations
- Robust Linear Model Selection Based on Least Angle Regression
- Robust regression through the Huber's criterion and adaptive lasso penalty
- Robust statistics. Theory and methods (with R)
- Robust variable selection using least angle regression and elemental set sampling
- Robust Variable Selection With Exponential Squared Loss
- Sparse Approximate Solutions to Linear Systems
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Sparse regression: scalable algorithms and empirical performance
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Discrete Dantzig Selector: Estimating Sparse Linear Models via Mixed Integer Linear Optimization
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(10)- scientific article; zbMATH DE number 5968956 (Why is no real title available?)
- Stable regression: on the power of optimization over randomization
- scientific article; zbMATH DE number 5054864 (Why is no real title available?)
- Learning sparse nonlinear dynamics via mixed-integer optimization
- Subset Selection with Shrinkage: Sparse Linear Modeling When the SNR Is Low
- COMBSS: best subset selection via continuous optimization
- Mathematical programming for simultaneous feature selection and outlier detection under l1 norm
- Bootstrap estimation of the proportion of outliers in robust regression
- Bias-enhanced support detection and root finding approach
- Multi-model subset selection
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