30 citations · 101 across the 13 of their papers we have counts for
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math.OC2017
Sparse Hierarchical Regression with Polynomials
Dimitris Bertsimas, Bart Van Parys
We present a novel method for exact hierarchical sparse polynomial regression. Our regressor is that degree polynomial which depends on at most inputs, counting at most $\e…
math.OC2017★ 2 cited
Sparse High-Dimensional Regression: Exact Scalable Algorithms and Phase Transitions
Dimitris Bertsimas, Bart Van Parys
We present a novel binary convex reformulation of the sparse regression problem that constitutes a new duality perspective. We devise a new cutting plane method and provide evidenc…
stat.ME2017★ 13 cited
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…