Robust piecewise linear L1-regression via nonsmooth DC optimization

DOI10.1080/10556788.2020.1855171OpenAlexW3111330250WikidataQ109595504 ScholiaQ109595504MaRDI QIDQ5058373

Soodabeh Asadi, Napsu Karmitsa, N. Sultanova, Adil M. Bagirov, Sona Taheri

Publication date: 20 December 2022

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2020.1855171

zbMATH Keywords

outliersnonsmooth optimizationregression analysisnonconvex optimizationDC optimizationleast absolute deviation regression

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Uses Software

• R
• MASS (R)
• nnet
• e1071
• earth
• ISLR
• StatLib Datasets Archive
• outference
• GitHub

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Convex analysis approach to d. c. programming: Theory, algorithms and applications
• Rank based robust analysis of linear models. I: Exposition and review. With comments and a rejoinder by the author
• The DC (Difference of convex functions) programming and DCA revisited with DC models of real world nonconvex optimization problems
• A distribution-free theory of nonparametric regression
• Aggregate subgradient method for nonsmooth DC optimization
• An algorithm for the estimation of a regression function by continuous piecewise linear functions
• A difference of convex optimization algorithm for piecewise linear regression
• Introduction to Nonsmooth Optimization
• Outlier Analysis
• Least absolute value estimation in regression models: an annotated bibliography
• Valid Inference Corrected for Outlier Removal
• Numerical methods for the nonlinear robust regression problem
• Nonuniqueness of least absolute values regression
• On least absolute values estimation
• Least absolute value regression: recent contributions
• Computation of High Breakdown Nonlinear Regression Parameters
• Detection of outliers in simple circular regression models using the mean circular error statistic
• Estimation of a Regression Function by Maxima of Minima of Linear Functions
• An $L_{2}$-Boosting Algorithm for Estimation of a Regression Function
• Nonlinear regression models for heterogeneous data with massive outliers
• Numerical Nonsmooth Optimization
• Robust Estimation of a Location Parameter
• Convex analysis and global optimization

This page was built for publication: Robust piecewise linear L₁-regression via nonsmooth DC optimization