73 citations · 218 across the 15 of their papers we have counts for
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stat.ME2019★ 60 cited
Sparse Regression: Scalable algorithms and empirical performance
Dimitris Bertsimas, Jean Pauphilet, Bart Van Parys
In this paper, we review state-of-the-art methods for feature selection in statistics with an application-oriented eye. Indeed, sparsity is a valuable property and the profusion of…
stat.ME2015★ 31 cited
Multivariate Chebyshev Inequality with Estimated Mean and Variance
Bartolomeo Stellato, Bart Van Parys, Paul J. Goulart
A variant of the well-known Chebyshev inequality for scalar random variables can be formulated in the case where the mean and variance are estimated from samples. In this paper we…