Pages that link to "Item:Q282479"
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The following pages link to Best subset selection via a modern optimization lens (Q282479):
Displaying 50 items.
- A Bayesian perspective of statistical machine learning for big data (Q2203387) (← links)
- Certifiably optimal sparse inverse covariance estimation (Q2205987) (← links)
- Semi-automated simultaneous predictor selection for regression-SARIMA models (Q2209736) (← links)
- Sparse HP filter: finding kinks in the COVID-19 contact rate (Q2224907) (← links)
- Sparse regression: scalable algorithms and empirical performance (Q2225311) (← links)
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons (Q2225312) (← links)
- A discussion on practical considerations with sparse regression methodologies (Q2225315) (← links)
- Discussion of ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons'' (Q2225316) (← links)
- Modern variable selection in action: comment on the papers by HTT and BPV (Q2225317) (← links)
- A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al. (Q2225318) (← links)
- Rejoinder: ``Sparse regression: scalable algorithms and empirical performance'' (Q2225319) (← links)
- On sparse ensemble methods: an application to short-term predictions of the evolution of COVID-19 (Q2239910) (← links)
- Leveraged least trimmed absolute deviations (Q2241912) (← links)
- Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra (Q2281450) (← links)
- An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series (Q2282827) (← links)
- Certifiably optimal sparse principal component analysis (Q2293653) (← links)
- On integer and MPCC representability of affine sparsity (Q2294300) (← links)
- An offline/online procedure for dual norm calculations of parameterized functionals: empirical quadrature and empirical test spaces (Q2305537) (← links)
- Investigating consumers' store-choice behavior via hierarchical variable selection (Q2324251) (← links)
- On support vector machines under a multiple-cost scenario (Q2324253) (← links)
- On cutting planes for cardinality-constrained linear programs (Q2330656) (← links)
- Structural properties of affine sparsity constraints (Q2425165) (← links)
- Blessing of massive scale: spatial graphical model estimation with a total cardinality constraint approach (Q2425168) (← links)
- Mixed integer quadratic optimization formulations for eliminating multicollinearity based on variance inflation factor (Q2633546) (← links)
- Graph structured sparse subset selection (Q2662712) (← links)
- Newton method for \(\ell_0\)-regularized optimization (Q2665935) (← links)
- Bayesian selection of best subsets via hybrid search (Q2667010) (← links)
- A review of the role of heuristics in stochastic optimisation: from metaheuristics to learnheuristics (Q2678624) (← links)
- Smoothed quantile regression with large-scale inference (Q2682954) (← links)
- Combinatorial optimization. Abstracts from the workshop held November 7--13, 2021 (hybrid meeting) (Q2693050) (← links)
- OR Forum—An Algorithmic Approach to Linear Regression (Q2806052) (← links)
- Mixed Integer Nonlinear Program for Minimization of Akaike’s Information Criterion (Q2819233) (← links)
- A NEW APPROACH TO SELECT THE BEST SUBSET OF PREDICTORS IN LINEAR REGRESSION MODELLING: BI-OBJECTIVE MIXED INTEGER LINEAR PROGRAMMING (Q3122035) (← links)
- Piecewise Linear Function Fitting via Mixed-Integer Linear Programming (Q3386779) (← links)
- Optimization for <i>L</i><sub>1</sub>-Norm Error Fitting via Data Aggregation (Q4995061) (← links)
- Sparse Convex Regression (Q4995070) (← links)
- On the Solution of <i>ℓ</i><sub>0</sub>-Constrained Sparse Inverse Covariance Estimation Problems (Q4995086) (← links)
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection (Q4995087) (← links)
- (Q5011563) (← links)
- <i>L</i><sub>0</sub>-Regularized Learning for High-Dimensional Additive Hazards Regression (Q5058017) (← links)
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
- A Computational Framework for Solving Nonlinear Binary Optimization Problems in Robust Causal Inference (Q5060782) (← links)
- Stability Representations of Many-to-One Matching Problems: An Integer Optimization Approach (Q5060805) (← links)
- A First-Order Optimization Algorithm for Statistical Learning with Hierarchical Sparsity Structure (Q5086011) (← links)
- A Scalable Algorithm for Sparse Portfolio Selection (Q5087719) (← links)
- A Duality-Based Method for Identifying Elemental Balance Violations in Metabolic Network Models (Q5090325) (← links)
- Fast and approximate exhaustive variable selection for generalised linear models with APES (Q5117653) (← links)
- Convex Optimization for Group Feature Selection in Networked Data (Q5139860) (← links)
- Improved RIP-based bounds for guaranteed performance of two compressed sensing algorithms (Q6041666) (← links)
- A reformulation technique to solve polynomial optimization problems with separable objective functions of bounded integer variables (Q6043104) (← links)
