WONDER: Weighted one-shot distributed ridge regression in high dimensions
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Publication:4969115
zbMath1498.68232arXiv1903.09321MaRDI QIDQ4969115
Publication date: 5 October 2020
Full work available at URL: https://arxiv.org/abs/1903.09321
Ridge regression; shrinkage estimators (Lasso) (62J07) Random matrices (probabilistic aspects) (60B20) Learning and adaptive systems in artificial intelligence (68T05) Statistical aspects of big data and data science (62R07)
Related Items (8)
Canonical thresholding for nonsparse high-dimensional linear regression ⋮ Distributed estimation with empirical likelihood ⋮ High-Dimensional Analysis of Double Descent for Linear Regression with Random Projections ⋮ Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting ⋮ Distributed linear regression by averaging ⋮ WONDER ⋮ Unnamed Item ⋮ Unnamed Item
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