OR forum: An algorithmic approach to linear regression
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Publication:2806052
DOI10.1287/OPRE.2015.1436zbMATH Open1338.90272OpenAlexW2199135087MaRDI QIDQ2806052FDOQ2806052
Authors: Angela King, Dimitris Bertsimas 
Publication date: 13 May 2016
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2015.1436
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Linear regression; mixed models (62J05) Quadratic programming (90C20) Mixed integer programming (90C11)
Cites Work
- SparseNet: Coordinate Descent With Nonconvex Penalties
- Title not available (Why is that?)
- Bootstrap methods: another look at the jackknife
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- Best subset selection via a modern optimization lens
- Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
- Atomic Decomposition by Basis Pursuit
- Model Selection and Estimation in Regression with Grouped Variables
- A significance test for the lasso
- Least Median of Squares Regression
- Regressions by Leaps and Bounds
- A General Qualitative Definition of Robustness
- The composite absolute penalties family for grouped and hierarchical variable selection
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
- The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
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- A general theory of concave regularization for high-dimensional sparse estimation problems
- Robustness and regularization of support vector machines
- Theory and Applications of Robust Optimization
- Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint
- A brief history of linear and mixed-integer programming computation
- On constrained and regularized high-dimensional regression
- Least quantile regression via modern optimization
- Computing in Operations Research Using Julia
- Characterization of the equivalence of robustification and regularization in linear and matrix regression
- Title not available (Why is that?)
Cited In (40)
- Estimation of \(l_0\) norm penalized models: a statistical treatment
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
- On mathematical optimization for clustering categories in contingency tables
- Certifiably optimal sparse principal component analysis
- Budget constrained model selection for multiple linear regression
- Rejoinder: ``Sparse regression: scalable algorithms and empirical performance
- 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
- On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables
- A two-stage approach to the UCITS-constrained index-tracking problem
- Title not available (Why is that?)
- Piecewise Linear Function Fitting via Mixed-Integer Linear Programming
- Title not available (Why is that?)
- 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
- Constrained optimization of rank-one functions with indicator variables
- On clustering and interpreting with rules by means of mathematical optimization
- Investigating consumers' store-choice behavior via hierarchical variable selection
- Supermodularity and valid inequalities for quadratic optimization with indicators
- Subset selection for multiple linear regression via optimization
- 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
- A unified framework for bivariate clustering and regression problems via mixed-integer linear programming
- Robust subset selection
- Best subset selection via cross-validation criterion
- Integer constraints for enhancing interpretability in linear regression
- Acceptable set topic modeling
- Optimization of Tree Ensembles
- 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
- Optimal classification trees
Uses Software
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