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 
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/
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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.

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