A branch-and-bound algorithm for instrumental variable quantile regression.
Guanglin XuSamuel BurerPublished in: Math. Program. Comput. (2017)
Keyphrases
- branch and bound algorithm
- quantile regression
- variable ordering
- response variable
- lower bound
- least squares
- branch and bound
- cross validated
- upper bound
- regression model
- optimal solution
- np hard
- combinatorial optimization
- cross validation
- upper bounding
- max sat
- single machine scheduling problem
- support vector
- neural network
- evolutionary algorithm
- search space
- hyperparameters
- explanatory variables
- finding an optimal solution
- genetic algorithm