Outlier-Resistant L1 Orthogonal Regression via the Reformulation-Linearization Technique
Joint Authors
Boone, Edward L.
Brooks, J. Paul
Source
Advances in Operations Research
Issue
Vol. 2011, Issue 2011 (31 Dec. 2011), pp.1-18, 18 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2011-02-17
Country of Publication
Egypt
No. of Pages
18
Main Subjects
Information Technology and Computer Science
Abstract EN
Assessing the linear relationship between a set of continuous predictors and a continuous response is a well-studied problem in statistics and data mining.
L2-based methods such as ordinary least squares and orthogonal regression can be used to determine this relationship.
However, both of these methods become impaired when influential values are present.
This problem becomes compounded when outliers confound standard diagnostics.
This work proposes an L1-norm orthogonal regression method (L1OR) formulated as a nonconvex optimization problem.
Solution strategies for finding globally optimal solutions are presented.
Simulation studies are conducted to assess the resistance of the method to outliers and the consistency of the method.
The method is also applied to real-world data arising from an environmental science application.
American Psychological Association (APA)
Brooks, J. Paul& Boone, Edward L.. 2011. Outlier-Resistant L1 Orthogonal Regression via the Reformulation-Linearization Technique. Advances in Operations Research،Vol. 2011, no. 2011, pp.1-18.
https://search.emarefa.net/detail/BIM-458567
Modern Language Association (MLA)
Brooks, J. Paul& Boone, Edward L.. Outlier-Resistant L1 Orthogonal Regression via the Reformulation-Linearization Technique. Advances in Operations Research No. 2011 (2011), pp.1-18.
https://search.emarefa.net/detail/BIM-458567
American Medical Association (AMA)
Brooks, J. Paul& Boone, Edward L.. Outlier-Resistant L1 Orthogonal Regression via the Reformulation-Linearization Technique. Advances in Operations Research. 2011. Vol. 2011, no. 2011, pp.1-18.
https://search.emarefa.net/detail/BIM-458567
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-458567