An exact approach to ridge regression for big data

DOI10.1007/s00180-017-0731-5zbMath1417.62204OpenAlexW2611165208MaRDI QIDQ2403397

Tonglin Zhang, Baijian Yang

Publication date: 8 September 2017

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0731-5

zbMATH Keywords

parallel computationridge regressionbig datapenalized likelihoodMapReducematrix of sufficient statistics

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (1)

Accounting for Factor Variables in Big Data Regression

Uses Software

• MadGraph
• PYTHIA8
• DELPHES

Cites Work

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• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation

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