RMARS: robustification of multivariate adaptive regression spline under polyhedral uncertainty

DOI10.1016/j.cam.2013.09.055zbMath1314.62120OpenAlexW1987548977MaRDI QIDQ2349687

Gerhard-Wilhelm Weber, Ayşe Özmen

Publication date: 17 June 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.09.055

zbMATH Keywords

robust optimizationfinanceMARSpolyhedral uncertaintyRMARS

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Nonparametric robustness (62G35)

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Uses Software

• CMARS

Cites Work

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• CMARS: a new contribution to nonparametric regression with multivariate adaptive regression splines supported by continuous optimization
• A new approach to multivariate adaptive regression splines by using Tikhonov regularization and continuous optimization
• RCMARS: robustification of CMARS with different scenarios under polyhedral uncertainty set
• Cascading: An adjusted exchange method for robust conic programming
• Multivariate adaptive regression splines
• Robust solutions of uncertain linear programs
• Robust optimization-methodology and applications
• The new robust conic GPLM method with an application to finance: prediction of credit default
• Robust Convex Optimization
• The Price of Robustness
• Robust Solutions to Uncertain Semidefinite Programs
• Robust Solutions to Least-Squares Problems with Uncertain Data
• New approaches to regression by generalized additive models and continuous optimization for modern applications in finance, science and technology
• The elements of statistical learning. Data mining, inference, and prediction

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