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Sparse regression over clusters: SparClur

Published:2021-07-08 Issue: Volume: Page:
ISSN:1862-4472
Container-title:Optimization Letters
language:en
Short-container-title:Optim Lett

Author:

Bertsimas Dimitris^ORCID,Dunn Jack,Kapelevich Lea,Zhang Rebecca

Publisher

Springer Science and Business Media LLC

Subject

Control and Optimization

Link

https://link.springer.com/content/pdf/10.1007/s11590-021-01770-9.pdf

Reference17 articles.

1. Benjamin, E.J., Levy, D., Vaziri, S.M., D’agostino, R.B., Belanger, A.J., Wolf, P.A.: Independent risk factors for atrial fibrillation in a population-based cohort: the Framingham Heart Study. JAMA 271(11), 840–844 (1994)

2. Bertsimas, D., Copenhaver, M.S.: Characterization of the equivalence of robustification and regularization in linear and matrix regression. Eur. J. Oper. Res. 270, 931–942 (2018)

3. Bertsimas, D., Dunn, J.: Machine Learning Under a Modern Optimization Lens. Dynamic Ideas (2019)

4. Bertsimas, D., Van Parys, B.: Sparse high-dimensional regression: exact scalable algorithms and phase transitions. Ann. Stat. 48(1), 300–323 (2020)

5. Bertsimas, D., King, A., Mazumder, R., et al.: Best subset selection via a modern optimization lens. Ann. Stat. 44(2), 813–852 (2016)

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Sparse convex optimization toolkit: a mixed-integer framework;Optimization Methods and Software;2023-07-10

2. A Tracking Augmented Lagrangian Method for ℓ₀ Sparse Consensus Optimization;2023 9th International Conference on Control, Decision and Information Technologies (CoDIT);2023-07-03

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