Scalable holistic linear regression
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Publication:2183189
DOI10.1016/J.ORL.2020.02.008OpenAlexW3006935723MaRDI QIDQ2183189FDOQ2183189
Authors: Michael Lingzhi Li, Dimitris Bertsimas 
Publication date: 26 May 2020
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.03272
mixed-integer optimizationholistic linear regressionmulticollinearity and significance in linear regression
Cites Work
- Title not available (Why is that?)
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
- Characterization of the equivalence of robustification and regularization in linear and matrix regression
- OR forum: An algorithmic approach to linear regression
- Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor
- BEST SUBSET SELECTION FOR ELIMINATING MULTICOLLINEARITY
Cited In (5)
- Scalable Holistic Linear Regression
- Rejoinder: ``Sparse regression: scalable algorithms and empirical performance
- Scaled sparse linear regression
- Learning sparse nonlinear dynamics via mixed-integer optimization
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization
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