60 citations · 197 across the 15 of their papers we have counts for
3 papers · 1 filter
msPCA: An R Package for Sparse PCA with Multiple Components
Ryan Cory-Wright, Jean Pauphilet
We present msPCA: an open-source R package for sparse principal component analysis with multiple components. It implements an alternating maximization algorithm to generate a set o…
Simple Imputation Rules for Prediction with Missing Data: Contrasting Theoretical Guarantees with Empirical Performance
Dimitris Bertsimas, Arthur Delarue, Jean Pauphilet
Missing data is a common issue in real-world datasets. This paper studies the performance of impute-then-regress pipelines by contrasting theoretical and empirical evidence. We est…
Certifiably Optimal Sparse Inverse Covariance Estimation
Dimitris Bertsimas, Jourdain Lamperski, Jean Pauphilet
We consider the maximum likelihood estimation of sparse inverse covariance matrices. We demonstrate that current heuristic approaches primarily encourage robustness, instead of the…