Sparse Regression: Scalable Algorithms and Empirical Performance

Bertsimas, Dimitris; Pauphilet, Jean; Van Parys, Bart

Sparse Regression: Scalable Algorithms and Empirical Performance

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SparseregressionScalablealgorithmsandempiricalperformance.pdf

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Accepted version

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sword-2022-07-27T15:46:26.original.xml (130 B)

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Author(s)

Bertsimas, Dimitris

•

Pauphilet, Jean

•

Van Parys, Bart

Date Issued

2020

Journal

Statistical Science

Publisher

Institute of Mathematical Statistics

Citation

Bertsimas, Dimitris, Pauphilet, Jean and Van Parys, Bart. 2020. "Sparse Regression: Scalable Algorithms and Empirical Performance." Statistical Science, 35 (4).

Version

Author's final manuscript

MIT Department

Massachusetts Institute of Technology. Operations Research Center

Terms of Use

Creative Commons Attribution-Noncommercial-Share Alike

http://creativecommons.org/licenses/by-nc-sa/4.0/

Persistent DSpace Link

https://hdl.handle.net/1721.1/144072

DOI of Published Version

https://doi.org/10.1214/19-STS701