Subset Selection with Shrinkage: Sparse Linear Modeling When the SNR Is Low (Q6202664)

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scientific article; zbMATH DE number 7809599
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Subset Selection with Shrinkage: Sparse Linear Modeling When the SNR Is Low
scientific article; zbMATH DE number 7809599

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    Subset Selection with Shrinkage: Sparse Linear Modeling When the SNR Is Low (English)
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    26 February 2024
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    machine learning and data science
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    high-dimensional statistics
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    sparse regression
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    best subset selection
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    integer programming
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    error bounds
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    oracle inequalities
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    signal-to-noise ratio
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