Geodesic
Solution of the linear regression problem using matrix correction methods in the $l_1$ metric
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 56 (2016) no. 2, pp. 202-207

Voir la notice de l'article provenant de la source Math-Net.Ru

The linear regression problem is considered as an improper interpolation problem. The metric $l_1$ is used to correct (approximate) all the initial data. A probabilistic justification of this metric in the case of the exponential noise distribution is given. The original improper interpolation problem is reduced to a set of a finite number of linear programming problems. The corresponding computational algorithms are implemented in MATLAB. 
@article{ZVMMF_2016_56_2_a2,
     author = {V. A. Gorelik and O. S. Trembacheva (Barkalova)},
     title = {Solution of the linear regression problem using matrix correction methods in the $l_1$ metric},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {202--207},
     publisher = {mathdoc},
     volume = {56},
     number = {2},
     year = {2016},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2016_56_2_a2/}
}
TY  - JOUR
AU  - V. A. Gorelik
AU  - O. S. Trembacheva (Barkalova)
TI  - Solution of the linear regression problem using matrix correction methods in the $l_1$ metric
JO  - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY  - 2016
SP  - 202
EP  - 207
VL  - 56
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZVMMF_2016_56_2_a2/
LA  - ru
ID  - ZVMMF_2016_56_2_a2
ER  - 
%0 Journal Article
%A V. A. Gorelik
%A O. S. Trembacheva (Barkalova)
%T Solution of the linear regression problem using matrix correction methods in the $l_1$ metric
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 2016
%P 202-207
%V 56
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZVMMF_2016_56_2_a2/
%G ru
%F ZVMMF_2016_56_2_a2
V. A. Gorelik; O. S. Trembacheva (Barkalova). Solution of the linear regression problem using matrix correction methods in the $l_1$ metric. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 56 (2016) no. 2, pp. 202-207. http://geodesic.mathdoc.fr/item/ZVMMF_2016_56_2_a2/