Sparse Regression: Scalable Algorithms and Empirical Performance

Bibliographic Details
Main Authors: Bertsimas, Dimitris, Pauphilet, Jean, Van Parys, Bart
Other Authors: Massachusetts Institute of Technology. Operations Research Center
Format: Article
Language:English
Published: Institute of Mathematical Statistics 2022
Online Access:https://hdl.handle.net/1721.1/144072