The Discrete Dantzig Selector: Estimating Sparse Linear Models via Mixed Integer Linear Optimization.
Rahul MazumderPeter RadchenkoPublished in: IEEE Trans. Inf. Theory (2017)
Keyphrases
- linear models
- continuous optimization
- mixed integer linear
- gaussian graphical models
- linear model
- additive models
- mathematical programming
- variable selection
- gaussian processes
- linear regression
- high dimensional
- optimization problems
- combinatorial optimization
- sparse representation
- causal relationships
- low resolution
- super resolution
- probabilistic model