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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 9, Pages 1751–1760 (Mi zvmmf9550)  
This article is cited in 4 scientific papers (total in 4 papers)

Optimal convex correcting procedures in problems of high dimension

A. A. Dokukin, O. V. Senko

Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333 Russia
Full-text PDF (208 kB) Citations (4)
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Abstract: The properties of convex correcting procedures (CCPs) over sets of predictors are examined. It is shown that the minimization of the generalized error in a CCP is reduced to a quadratic programming problem. The conditions are studied under which a set of predictors cannot be reduced without degrading the accuracy of the corresponding optimal CCP. Experimental studies of the prognostic properties of CCPs for samples of one-dimensional linear regressions showed that CCP optimization can be an effective tool for regression variable selection.
Key words: forecasting, multidimensional regression; convex correction; variables selection.
Received: 14.12.2009
Revised: 01.03.2011
English version:
Computational Mathematics and Mathematical Physics, 2011, Volume 51, Issue 9, Pages 1644–1652
DOI: https://doi.org/10.1134/S0965542511090090
Bibliographic databases:
Document Type: Article
UDC: 519.712
Language: Russian
Citation: A. A. Dokukin, O. V. Senko, “Optimal convex correcting procedures in problems of high dimension”, Zh. Vychisl. Mat. Mat. Fiz., 51:9 (2011), 1751–1760; Comput. Math. Math. Phys., 51:9 (2011), 1644–1652
Citation in format AMSBIB
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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    References:56
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