Iterative Hessian sketch: Fast and accurate solution approximation for constrained least-squares
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Publication:2810850
zbMath1360.62400arXiv1411.0347MaRDI QIDQ2810850
Martin J. Wainwright, Mert Pilanci
Publication date: 6 June 2016
Full work available at URL: https://arxiv.org/abs/1411.0347
Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30) Numerical mathematical programming methods (65K05) Convex programming (90C25) Statistical aspects of information-theoretic topics (62B10)
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