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November 2020 A Look at Robustness and Stability of $\ell_{1}$-versus $\ell_{0}$-Regularization: Discussion of Papers by Bertsimas et al. and Hastie et al.
Yuansi Chen, Armeen Taeb, Peter Bühlmann
Statist. Sci. 35(4): 614-622 (November 2020). DOI: 10.1214/20-STS809

Abstract

We congratulate the authors Bertsimas, Pauphilet and van Parys (hereafter BPvP) and Hastie, Tibshirani and Tibshirani (hereafter HTT) for providing fresh and insightful views on the problem of variable selection and prediction in linear models. Their contributions at the fundamental level provide guidance for more complex models and procedures.

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Yuansi Chen. Armeen Taeb. Peter Bühlmann. "A Look at Robustness and Stability of $\ell_{1}$-versus $\ell_{0}$-Regularization: Discussion of Papers by Bertsimas et al. and Hastie et al.." Statist. Sci. 35 (4) 614 - 622, November 2020. https://doi.org/10.1214/20-STS809

Information

Published: November 2020
First available in Project Euclid: 17 November 2020

MathSciNet: MR4175386
Digital Object Identifier: 10.1214/20-STS809

Rights: Copyright © 2020 Institute of Mathematical Statistics

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Vol.35 • No. 4 • November 2020
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