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We present a novel binary convex reformulation of the sparse regression problem that constitutes a new duality perspective.
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“Statistics for High-Dimensional Data: Methods, Theory and Applications”
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“On the performance of sparse recovery via ℓ p \ell_{p} -minimization ( 0 ≤ p ≤ 1 ) (0\leq p\leq 1) ”
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R.E. Bixby · 2012
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“GLMNet: Lasso and elastic-net regularized generalized linear models. R package version 1.9–5”
J. Friedman, T. Hastie and R. Tibshirani · 2013
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“Statistical Learning with Sparsity: the Lasso and Generalizations”
T. Hastie, R. Tibshirani and M. Wainwright · 2015
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“On the equivalence of robust optimization and regularization in statistics”, 2009
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D. Donoho and J. Tanner · 2009
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“Sharp thresholds for high-dimensional and noisy sparsity recovery using-constrained quadratic programming (Lasso)”
M.J. Wainwright · 2009
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“Does ℓ p \ell_{p} -minimization outperform ℓ 1 \ell_{1} -minimization?” arXiv:1501.03704
L. Zheng, A. Maleki, X. Wang and T. Long · 2015
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“Best subset selection via a modern optimization lens”
D. Bertsimas, A. King and R. Mazumder · 2016
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“High-Dimensional Regression with Binary Coefficients.”
D. Gamarnik and I. Zadik · 2017
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