Abstract Details
Activity Number:
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283
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Type:
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Invited
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Date/Time:
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Tuesday, August 11, 2015 : 8:30 AM to 10:20 AM
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Sponsor:
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IMS
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Abstract #314532
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View Presentation
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Title:
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Computational Methods in Quantile Regression
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Author(s):
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Roger Koenker*
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Companies:
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IMS
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Keywords:
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quantile regression ;
interior point methods ;
gradient descent
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Abstract:
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Convex optimization has dramatically improved the computational efficiency of quantile regression methods, but high dimensional models still pose serious challenges. Gradient descent offers some opportunities for improving upon classical interior point methods in large papers. Comparisons of various methods will be explored and new approaches will be suggested that offer improved performance in problems with dense designs of large dimension.
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Authors who are presenting talks have a * after their name.
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