Robust subset selection

DOI10.1016/j.csda.2021.107415OpenAlexW4205163582MaRDI QIDQ2076115

Ryan C. Thompson

Publication date: 18 February 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.08217

zbMATH Keywords

discrete optimizationrobust regressionmixed-integer optimizationsparse regressionleast trimmed squaresbest subset selection

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Learning sparse nonlinear dynamics via mixed-integer optimization

Uses Software

• Gurobi
• robustbase
• RobStatTM
• L0Learn

Cites Work

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