An Improved Algorithm for Discrete $l_1 $ Linear Approximation

DOI10.1137/0710069zbMath0266.65016OpenAlexW2086847993WikidataQ56698204 ScholiaQ56698204MaRDI QIDQ5683621

Publication date: 1973

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0710069

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65)

Related Items

An efficient method for $l^\infty$ regression, Flexible $L$-estimation in the linear model, A linked list data structure for a simple linear regression algorithm, Local search methods for $\ell_{1}$-minimization in frame based signal compression, Determining and benchmarking risk neutral distributions implied from option prices, Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987, On orthogonal linear $\ell_1$ approximation, On computing a best discrete $L_ 1$ approximation using the method of vanishing Jacobians, Extension of some results for channel capacity using a generalized information measure, Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study, New technique for linear static state estimation based on weighted least absolute value approximations, Parameter estimation in linear static systems based on weighted least absolute value estimation, Degeneracy in the presence of roundoff errors, Robust regression with both continuous and binary regressors, Least absolute deviations estimation for uncertain autoregressive model, LAD regression for detecting outliers in response and explanatory variables, A Comparison of plotting rules under L1 and L2 estimation of the Weibull scale and shape parameters in situations of small samples with possible censoring and outliers, Bootstrapping in least absolute value regression: an application to hypothesis testing, Least Absolute Regression Revisited, -Chart with runs and variable sampling intervals, Least-modules estimates for spatial autoregression coefficients, On w-estimators of a linear functional relationship, Nonoscillatory solution of the steady-state inviscid Burgers' equation by mathematical programming, Über die genaue Berechnung von besten $L^1$-Approximierenden, Least absolute deviations estimation for uncertain regression with imprecise observations, Further improvements in the calculation of censored quantile regressions, Robust Estimation for Parameters of the Extended Burr Type III Distribution, Algorithms for roundoff error analysis - a relative error approach, DCR 2: An improved algorithm for $\ell_\infty$ rational approximation on intervals, Robust estimation of parameter for fractal inverse problem, Implementation and analysis of a variant of the dual method for the capacitated transshipment problem, An algorithm for a least absolute value regression problem with bounds on the parameters, Computational experience with an algorithm for discrete $L_ 1$ approximation, Valuating residential real estate using parametric programming, Robust time series analysis, Selecting between causal and noncausal models with quantile autoregressions, Weighted median algorithms for $L_ 1$ approximation, A discrete characterization theorem for the discrete $L_ 1$ linear approximation problem, On the application of iterative methods of nondifferentiable optimization to some problems of approximation theory, Minimax approximations to theoretical models using experimental data, Analysis of programming properties and the row-column generation method for 1-norm support vector machines, Least absolute deviations problem for the Michaelis-Menten function, Generalized solution of linear systems and image restoration, Estimating LAD Regression Coefficients with Best Subset Points, A row relaxation method for large $l_ 1$ problems, Pattern search method for discrete $L_{1}$-approximation, Robust estimation based on the least absolute deviations method and the Kalman filter, On the solution of the errors in variables problem using the $l_ 1$ norm, Bayesian quantile regression for ordinal models, A genetic method of LAD estimation for models with censored data, A globally and quadratically convergent affine scaling method for linear $l_ 1$ problems, Least absolute value and chebychev estimation utilizing least squares results, Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions, Lagrangian approach for large-scale least absolute value estimation, Signal recovery by discrete approximation and a Prony-like method, Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression, Multivariate data modelling by metric approximants, Linear programming and $\ell _ 1$ regression: A geometric interpretation, Comparison of mathematical programming software: A case study using discrete $L_ 1$ approximation codes, The numerical solution of first kind integral equations, Minimum $L_\infty$ solution of unerdetermined systems of linear equations, Deleting outliers in robust regression with mixed integer programming, Clusterwise linear regression, Linear programming for weighted deviation problems using compact basis techniques, Parametric modeling of quantile regression coefficient functions, A survey of published programs for best approximation, System order reduction using the induced operator norm and its applications to linear regulators, Joint Regression Analysis of Survival and Quality-Adjusted Survival, Another look at linear programming for feature selection via methods of regularization, Optimal filtering of linear discrete dynamic systems based on least absolute value approximations, Optimal filtering for continuous linear dynamic systems based on WLAV approximations, Correcting Data Corruption Errors for Multivariate Function Approximation, Improving the computation of censored quantile regressions, A collocation method for parabolic quasilinear problems on general domains, Time-adaptive quantile regression, An interval programming algorithm for discrete linear $L_ 1$ approximation problems, On median polish and $L_ 1$ estimators, Parametric modeling of quantile regression coefficient functions with count data, Robust autoregressive estimates using quadratic programming, Calculation of shocked one-dimensional flows on abruptly changing grids by mathematical programming, New algorithm for optimal parameter estimation with linear constraints, Exact computation of censored least absolute deviations estimator, Simple resampling methods for censored regression quantiles, Robust regression with both continuous and categorical predictors, Piecewise linear programming via interior points, Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation, A new LAD curve-fitting algorithm: Slightly overdetermined equation systems in $L_ 1$, Approximation in normed linear spaces, An efficient algorithm for solving the discrete minisum problem, Asymptotics of M-estimators in two-phase linear regression models., On spline estimators and prediction intervals in nonparametric regression., Up- and down-dating procedures for linear $L_ 1$ regression, On the use of the simplex algorithm for the absolute deviation curve fitting problem, Algorithms for unconstrained $L_ 1$ simple linear regression, A new technique for curve fitting based on minimum absolute deviations, Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form, Nonlinear L_P-norm estimation: part I - on the choice of the exponent, p, where the errors are additive, A numerical method for mass spectral data analysis, Primal-dual interior point approach for computing $l_ 1$-solutions and $l_ \infty$-solutions of overdetermined linear systems, An $L_{1}$ estimation algorithm with degeneracy and linear constraints., A simplex algorithm for piecewise-linear programming I: Derivation and proof, Bayesian quantile regression for longitudinal count data, COMPUTATIONAL METHODS FOR DISCRETE PARAMETRIC ℓ₁ AND ℓ_∞ CURVE FITTING, Quantile-Based Iterative Methods for Corrupted Systems of Linear Equations, An algorithm to find all regression quantiles, Piecewise-linear programming: The compact (CPLP) algorithm, Computation of certain minimum L₂–distance type estimators under the linear model, L₁for the simple linear regression model, S&P 500 volatility, volatility regimes, and economic uncertainty, A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty, Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo, Dyadic analysis for multi-block data in sport surveys analytics, Minimization technique for a convex function with application to multiple regression model, An active set method for general linear problem subject to box constraints, On l₁regression coeficients, On the invariance of certain estimators, System identification techniques based on support vector machines without bias term, Two-stage rank estimation of quantile index models, Minimax approximation from a least squares solution, Least absolute value regression: recent contributions, Gauss–Newton Methods for Robust Parameter Estimation, Evaluation of a three-step method for choosing the number of bootstrap repetitions, Efficient implementation and benchmark of interior point methods for the polynomial $L_{1}$ fitting problem., On least absolute values estimation, Robust estimation of a linear functional relationship, Extensions to a Best Subset Algorithm for Least Absolute Value Estimation, Global optimization in protein docking using clustering, underestimation and semidefinite programming, Robust regression using iteratively reweighted least-squares, Applications of convex separable unconstrained nonsmooth optimization to numerical approximation with respect to l₁- and l_∞-norms, Unnamed Item, Multi-step quantile regression tree, Using the least squares estimator in Chebyshev estimation, Useful generalized properties of L₁estimators, Estimation of a distribution function by extrapolating upper and lower bounds, THE BEST LEAST ABSOLUTE DEVIATIONS LINE – PROPERTIES AND TWO EFFICIENT METHODS FOR ITS DERIVATION