Geodesic
Optimal convex correcting procedures in problems of high dimension
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 51 (2011) no. 9, pp. 1751-1760 
A. A. Dokukin; O. V. Senko. Optimal convex correcting procedures in problems of high dimension. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 51 (2011) no. 9, pp. 1751-1760. http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_9_a15/
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     title = {Optimal convex correcting procedures in problems of high dimension},
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     pages = {1751--1760},
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     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2011_51_9_a15/}
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Voir la notice de l'article provenant de la source Math-Net.Ru

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.

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