Rahul Mazumder, Peter Radchenko, Antoine Dedieu. Subset Selection with Shrinkage: Sparse Linear Modeling When the SNR Is Low. Operations Research, 71(1):129-147, January 2023. [doi]
@article{MazumderRD23,
title = {Subset Selection with Shrinkage: Sparse Linear Modeling When the SNR Is Low},
author = {Rahul Mazumder and Peter Radchenko and Antoine Dedieu},
year = {2023},
month = {January},
doi = {10.1287/opre.2022.2276},
url = {https://doi.org/10.1287/opre.2022.2276},
researchr = {https://researchr.org/publication/MazumderRD23},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {71},
number = {1},
pages = {129-147},
}