Mixed integer nonlinear program for minimization of Akaike's information criterion

DOI10.1007/978-3-319-42432-3_36MaRDI QIDQ2819233zbMATH OpenOpenAlexFDO

Authors Keiji Kimura, Hayato Waki

Publication date 28 September 2016

Published in Mathematical Software – ICMS 2016 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-42432-3_36

zbMATH Keywords

mixed integer nonlinear programmingAkaike's information criterionSCIP

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Parametric hypothesis testing (62F03) Statistical aspects of big data and data science (62R07) Learning and adaptive systems in artificial intelligence (68T05) Mixed integer programming (90C11)

Recommendations

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Cites work

• 10.1162/153244303322753616
• A new look at the statistical model identification
• Algorithm for cardinality-constrained quadratic optimization
• Best subset selection via a modern optimization lens
• Mixed integer second-order cone programming formulations for variable selection in linear regression
• SCIP: global optimization of mixed-integer nonlinear programs in a branch-and-cut framework
• SCIP: solving constraint integer programs

Cited in

(2)

• Minimization of Akaike's information criterion in linear regression analysis via mixed integer nonlinear program
• Application of a mixed integer nonlinear programming approach to variable selection in logistic regression

Describes a project that uses

Uses Software

• MAIC
• ParaSCIP
• CPLEX
• UCI
• UG
• SCIP

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