Subset selection with shrinkage : sparse linear modeling when the SNR is low
Year of publication: |
2023
|
---|---|
Authors: | Mazumder, Rahul ; Radchenko, Peter ; Dedieu, Antoine |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 71.2023, 1, p. 129-147
|
Subject: | integer programming | Machine Learning and Data Science | best subset selection | error bounds | high-dimensional statistics | oracle inequalities | signal-to-noise ratio | sparse regression | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Regressionsanalyse | Regression analysis | Mathematische Optimierung | Mathematical programming | Ganzzahlige Optimierung | Integer programming | Statistische Methodenlehre | Statistical theory |
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