Subset Selection with Shrinkage: Sparse Linear Modeling When the SNR Is Low
<jats:p> Learning Compact High-Dimensional Models in Noisy Environments </jats:p><jats:p> Building compact, interpretable statistical models where the output depends upon a small number of input features is a well-known problem in modern analytics applications. A fundamental tool u...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Institute for Operations Research and the Management Sciences (INFORMS),
2022-08-04T15:30:43Z.
|
| Subjects: | |
| Online Access: | Get fulltext |