An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series

Leonardo Di Gangi, Matteo Lapucci, Fabio Schoen, Alessio Sortino. An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series. Comp. Opt. and Appl., 74(3):919-948, 2019. [doi]

Abstract

Abstract is missing.