Minimization of Akaike's information criterion in linear regression analysis via mixed integer nonlinear program.
Keiji KimuraHayato WakiPublished in: Optim. Methods Softw. (2018)
Keyphrases
- information criterion
- mixed integer
- model selection
- cross validation
- probability model
- quadratic program
- linear program
- lot sizing
- feasible solution
- convex hull
- factor analysis
- bayesian information criterion
- optimal solution
- widely applicable
- objective function
- sample size
- continuous variables
- parameter estimation
- selection criterion
- linear programming
- leave one out cross validation
- machine learning
- upper bound
- probability distribution
- free energy