Subset Selection with Shrinkage: Sparse Linear Modeling When the SNR Is Low
Published Online:24 May 2022https://doi.org/10.1287/opre.2022.2276
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Volume 71, Issue 1
January-February 2023
Pages iii-v, 1-395, C2-C3
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- Received:September 24, 2020
- Accepted:November 25, 2021
- Published Online:May 24, 2022
Copyright © 2022, INFORMS
Cite as
Rahul Mazumder, Peter Radchenko, Antoine Dedieu (2022) Subset Selection with Shrinkage: Sparse Linear Modeling When the SNR Is Low. Operations Research 71(1):129-147.
https://doi.org/10.1287/opre.2022.2276
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The authors thank the area editor, the associate editor, and the anonymous referees for their constructive comments that helped improve the paper. Antoine Dedieu primarily contributed to the paper while a graduate student at MIT.
