COMBSS: best subset selection via continuous optimization

DOI10.1007/S11222-024-10387-8MaRDI QIDQ6494417

Samuel Müller, Houying Zhu, Sarat B. Moka, Bernoît Liquet

Publication date: 30 April 2024

Published in: Statistics and Computing (Search for Journal in Brave)

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

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• Sparse Approximate Solutions to Linear Systems
• A polynomial algorithm for best-subset selection problem
• Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms
• High-dimensional linear regression via implicit regularization
• Policy Optimization Using Semiparametric Models for Dynamic Pricing

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