Subset selection with shrinkage : sparse linear modeling when the SNR is low
Rahul Mazumder, Peter Radchenko, Antoine Dedieu
| Year of publication: |
2023
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|---|---|
| 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
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| Subject: | integer programming | Machine Learning and Data Science | best subset selection | error bounds | high-dimensional statistics | oracle inequalities | signal-to-noise ratio | sparse regression | Theorie | Theory | Regressionsanalyse | Regression analysis | Künstliche Intelligenz | Artificial intelligence | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2276 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014308406