Sparse Regression: Scalable Algorithms and Empirical Performance

Author(s)
Bertsimas, Dimitris; Pauphilet, Jean; Van Parys, Bart
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Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/
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Date issued
2020
URI
https://hdl.handle.net/1721.1/144072
Department
Massachusetts Institute of Technology. Operations Research Center
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
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