Iterative Hessian sketch: Fast and accurate solution approximation for constrained least-squares (Q2810850)

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Iterative Hessian sketch: Fast and accurate solution approximation for constrained least-squares
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    Statements

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    6 June 2016
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    convex optimization
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    random projection
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    Lasso
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    low-rank approximation
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    information theory
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    math.OC
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    cs.IT
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    cs.LG
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    math.IT
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    stat.ML
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