Algorithms for Robust Predictor Filtering and Evaluation of Their Stability; Contemporary Mathematics; Vol. 7, iss. 2

Bibliographic Details
Parent link:Contemporary Mathematics.— .— Singapore: Universal Wiser Publisher
Vol. 7, iss. 2.— 2026.— 23 p.
Other Authors: Malozemov B. V. Boris Vitaljevich, Martyushev N. V. Nikita Vladimirovich, Klyuev R. V. Roman Vladimirovich, Demin A. Yu. Anton Yurievich, Sorokova S. N. Svetlana Nikolaevna, Efremenkov (Ephremenkov) E. A. Egor Alekseevich, Valuev D. V. Denis Viktorovich, Kotov A. O. Andrey Olegovich
Summary:Title screen
The paper is devoted to the development of an algorithm for reliable predictor filtering based on Henze-Zirklerstatistics, development of an iterative procedure based on Lass regularization. The stability of the algorithms based onmodelled and real examples is studied. The description and investigation of existing robust filtering algorithms are given.In the process, two algorithms have been implemented for the study. The second procedure is an improvement of thefirst algorithm which screens out highly correlated predictors. A comparative analysis with existing filtering algorithmswas carried out, and the stability of Henze-Zirkler robust filtering algorithm and the iterative procedure based on Lassoregularization was investigated. As a result of the work, conclusions were drawn about the effectiveness of the Henze-Zirkler robust filtering algorithm and the iterative procedure based on Lasso regularization. In addition, shortcomings inthe stability of the algorithms when dealing with categorical data were identified
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Language:English
Published: 2026
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Online Access:https://doi.org/10.37256/cm.7220269142
Format: Electronic Book Chapter
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=686499
Description
Summary:Title screen
The paper is devoted to the development of an algorithm for reliable predictor filtering based on Henze-Zirklerstatistics, development of an iterative procedure based on Lass regularization. The stability of the algorithms based onmodelled and real examples is studied. The description and investigation of existing robust filtering algorithms are given.In the process, two algorithms have been implemented for the study. The second procedure is an improvement of thefirst algorithm which screens out highly correlated predictors. A comparative analysis with existing filtering algorithmswas carried out, and the stability of Henze-Zirkler robust filtering algorithm and the iterative procedure based on Lassoregularization was investigated. As a result of the work, conclusions were drawn about the effectiveness of the Henze-Zirkler robust filtering algorithm and the iterative procedure based on Lasso regularization. In addition, shortcomings inthe stability of the algorithms when dealing with categorical data were identified
Текстовый файл
AM_Agreement
DOI:10.37256/cm.7220269142