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回归中异常值检测的代码与数据仓库:锥二次规划方法

Code and Data Repository for Outlier detection in regression: Conic quadratic formulations

INFORMS journal on computing · 2025
被引 1 · 同刊同年前 10%
人大 BUTD24ABS 3

中文导读

该软件用混合整数锥二次规划方法检测回归中的异常值,与最小修剪平方问题相关,用Java实现并依赖Gurobi和Mosek求解器,运行需许可证。

Abstract

The goal of this software is to demonstrate the use of mixed-integer conic quadratic formulations to detect outliers in regression problems (closely related to the Least Trimmed Squares problem in statistics). The methods are implemented in Java and rely on commercial solvers Gurobi and Mosek. Executing the code requires a license for these solvers.

异常值检测回归分析锥二次规划统计软件