MathematicsComputer Science

A new approach to variable selection in least squares problems

M. R. Osborne, Brett Presnell, B. Turlach

2000.7.1IMA JOURNAL OF NUMERICAL ANALYSIS

DOI: 10.1093/imanum/20.3.389

tlooto Summary

A compact descent method for solving the constrained problem for a particular value of κ is formulated, and a homotopy method, in which the constraint bound κ becomes the Homotopy parameter, is developed to completely describe the possible selection regimes.

Abstract

Abstract is not available.

Citation format

OSBORNE, M. R.; PRESNELL, Brett; TURLACH, B. A new approach to variable selection in least squares problems. IMA JOURNAL OF NUMERICAL ANALYSIS, 2000, 20: 389–403.