dr. Cristian GATU
Research Associate
University of Neuchatel
Elvetia
-----------------------------------
          
Branch-and-bound strategies for deriving  the best-subset regression models
-----------------------------------
          
ABSTRACT
-----------------------------------
An efficient branch-and-bound algorithm for computing the best-subset
regression models is described. The algorithm is based on a regression
tree structure that generates all possible subset models. The
computational burden is reduced by pruning the non-optimal subtrees. 
The criteria used in identifying the best subsets are based
on functions of the residual sum of squares. Strategies and heuristics
which improve the computational performance of the proposed algorithm
are investigated. Computational results and experiments on random and
real data are presented and analyzed. The adaptation and extension of
these methods to deal with more complex models such as the Generalized
Linear model and the Vector Autoregressive model are discussed.
          
SHORT CV
-----------------------------------
Dr. Cristian Gatu is Research Associate at the Department of Computer
Science, University of Neuchatel, Switzerland. His research interest
focuses on Computational statistics, Combinatorial algorithms,
Heuristics optimization and Parallel algorithms. Dr. Gatu obtained his
PhD from the University of Neuchatel, Switzerland in 2004 and his BSc
and MSc degrees from the Faculty of Computer Science, University
"Al.I. Cuza" Iasi, Romania in 1998 and 1999, respectively. He has
co-authored several scholar articles that have been published in
renown international journals. He is the co-editor of the volume
"Optimisation, Econometric and Financial Analysis" of the book series
"Advances in Computational Management Science" (Springer, 2006) and of
a special issue on " Statistical Algorithms and Software" of the
"Computational Statistics & Data Analysis" journal (Elsevier,
2006). He is also Associate-Editor of the "Computational Statistics &
Data Analysis" journal. Dr. Gatu has an active international research
collaboration. Within this context he was a visiting researcher at the
University of Erfurt (Germany), University of Cyprus (Cyprus) and
INRIA/IRISA (France).