The following pages link to Faster least squares approximation (Q623334):
Displaying 50 items.
- Random projections for Bayesian regression (Q144017) (← links)
- Simple backward error bounds for linear least-squares problems (Q389595) (← links)
- Random design analysis of ridge regression (Q404306) (← links)
- Two-subspace projection method for coherent overdetermined systems (Q485132) (← links)
- Fast quantum algorithms for least squares regression and statistic leverage scores (Q507434) (← links)
- Dimensionality reduction with subgaussian matrices: a unified theory (Q515989) (← links)
- Faster least squares approximation (Q623334) (← links)
- Dense fast random projections and Lean Walsh transforms (Q629831) (← links)
- Proximal algorithms and temporal difference methods for solving fixed point problems (Q721950) (← links)
- High-dimensional model recovery from random sketched data by exploring intrinsic sparsity (Q782446) (← links)
- Random projections for the nonnegative least-squares problem (Q1030739) (← links)
- Fast dimension reduction using Rademacher series on dual BCH codes (Q1042451) (← links)
- Unbiased predictive risk estimation of the Tikhonov regularization parameter: convergence with increasing rank approximations of the singular value decomposition (Q2009116) (← links)
- Multiplicative perturbation bounds for multivariate multiple linear regression in Schatten \(p\)-norms (Q2029823) (← links)
- Model-robust subdata selection for big data (Q2063875) (← links)
- Optimal subsampling for composite quantile regression in big data (Q2093142) (← links)
- Optimal subsampling for least absolute relative error estimators with massive data (Q2099270) (← links)
- Subdata selection algorithm for linear model discrimination (Q2110346) (← links)
- Functional principal subspace sampling for large scale functional data analysis (Q2137809) (← links)
- Principal eigenvector localization and centrality in networks: revisited (Q2139311) (← links)
- A two-stage optimal subsampling estimation for missing data problems with large-scale data (Q2143025) (← links)
- Sampling Kaczmarz-Motzkin method for linear feasibility problems: generalization and acceleration (Q2149567) (← links)
- Inversion-free subsampling Newton's method for large sample logistic regression (Q2151694) (← links)
- Perturbations of the \textsc{Tcur} decomposition for tensor valued data in the Tucker format (Q2159450) (← links)
- Accelerated sampling Kaczmarz Motzkin algorithm for the linear feasibility problem (Q2176283) (← links)
- Surface temperature monitoring in liver procurement via functional variance change-point analysis (Q2179949) (← links)
- Guarantees for the Kronecker fast Johnson-Lindenstrauss transform using a coherence and sampling argument (Q2185843) (← links)
- Adaptive iterative Hessian sketch via \(A\)-optimal subsampling (Q2195850) (← links)
- Sublinear update time randomized algorithms for dynamic graph regression (Q2245047) (← links)
- A count sketch maximal weighted residual Kaczmarz method for solving highly overdetermined linear systems (Q2245100) (← links)
- On the perturbation of an \(L^2\)-orthogonal projection (Q2291975) (← links)
- On the perturbation of the Moore-Penrose inverse of a matrix (Q2294895) (← links)
- Far-field compression for fast kernel summation methods in high dimensions (Q2397164) (← links)
- Structural conditions for projection-cost preservation via randomized matrix multiplication (Q2419040) (← links)
- Optimal subsampling for softmax regression (Q2423180) (← links)
- Stochastic boundary methods of fundamental solutions for solving PDEs (Q2520343) (← links)
- The Fast Cauchy Transform and Faster Robust Linear Regression (Q2812147) (← links)
- Frequent Directions: Simple and Deterministic Matrix Sketching (Q2821796) (← links)
- Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence (Q2967608) (← links)
- General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm (Q3387908) (← links)
- Compressed and Penalized Linear Regression (Q3391428) (← links)
- Sampled Tikhonov regularization for large linear inverse problems (Q4973539) (← links)
- Sharper Bounds for Regularized Data Fitting (Q5002630) (← links)
- Zeroth-order optimization with orthogonal random directions (Q6038668) (← links)
- Optimal subsampling for large‐sample quantile regression with massive data (Q6059454) (← links)
- A literature survey of matrix methods for data science (Q6068265) (← links)
- Distributed penalized modal regression for massive data (Q6076832) (← links)
- M-IHS: an accelerated randomized preconditioning method avoiding costly matrix decompositions (Q6083984) (← links)
- Subsampling and Jackknifing: A Practically Convenient Solution for Large Data Analysis With Limited Computational Resources (Q6092959) (← links)
- Model constraints independent optimal subsampling probabilities for softmax regression (Q6101697) (← links)
