Compressed and Penalized Linear Regression
From MaRDI portal
Cites work
- ``Preconditioning for feature selection and regression in high-dimensional problems
- A fast randomized algorithm for overdetermined linear least-squares regression
- A sparse Johnson-Lindenstrauss transform
- A statistical perspective on algorithmic leveraging
- Approximate nearest neighbors and the fast Johnson-Lindenstrauss transform
- Blendenpik: Supercharging LAPACK's Least-Squares Solver
- Compressed and Privacy-Sensitive Sparse Regression
- Database-friendly random projections: Johnson-Lindenstrauss with binary coins.
- Estimation of the mean of a multivariate normal distribution
- Fast approximation of matrix coherence and statistical leverage
- Faster least squares approximation
- Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- How Biased is the Apparent Error Rate of a Prediction Rule?
- Iterative Hessian sketch: fast and accurate solution approximation for constrained least-squares
- LSRN: A parallel iterative solver for strongly over- or underdetermined systems
- Prediction by Supervised Principal Components
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Sketching as a tool for numerical linear algebra
- Some Comments on C P
- Sparser Johnson-Lindenstrauss transforms
This page was built for publication: Compressed and Penalized Linear Regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3391428)
