307 citations · 693 across the 70 of their papers we have counts for
3 papers · 2 filters
Mining Events with Declassified Diplomatic Documents
Yuanjun Gao, Jack Goetz, Rahul Mazumder +1
Since 1973 the State Department has been using electronic records systems to preserve classified communications. Recently, approximately 1.9 million of these records from 1973-77 h…
The Trimmed Lasso: Sparsity and Robustness
Dimitris Bertsimas, Martin S. Copenhaver, Rahul Mazumder
Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years. Herein, we study a family of nonconvex penalty functions t…
Subset Selection with Shrinkage: Sparse Linear Modeling when the SNR is low
Rahul Mazumder, Peter Radchenko, Antoine Dedieu
We study a seemingly unexpected and relatively less understood overfitting aspect of a fundamental tool in sparse linear modeling - best subset selection, which minimizes the resid…