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Minimax and Communication-Efficient Distributed Best Subset Selection with Oracle Property
A refined estimation within the active set follows, ensuring sparse estimates and matching the minimax $\ell_2$ error bound.
Sparsity-Constraint Optimization via Splicing Iteration
The numerical results on these specific tasks reveal that SCOPE perfectly identifies the true support set with a 10--1000 speedup over the standard exact solver, confirming SCOPE's algorithmic and theoretical merits.
Best-Subset Selection in Generalized Linear Models: A Fast and Consistent Algorithm via Splicing Technique
In high-dimensional generalized linear models, it is crucial to identify a sparse model that adequately accounts for response variation.
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