A fast randomized algorithm for overdetermined linear least-squares regression
From MaRDI portal
Publication:3073999
DOI10.1073/pnas.0804869105OpenAlexW2107599050WikidataQ37324839 ScholiaQ37324839MaRDI QIDQ3073999
Publication date: 12 February 2011
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1073/pnas.0804869105
Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20)
Related Items
Pass-efficient methods for compression of high-dimensional turbulent flow data, Randomized numerical linear algebra: Foundations and algorithms, Semi-Infinite Linear Regression and Its Applications, Randomized generalized singular value decomposition, Surface temperature monitoring in liver procurement via functional variance change-point analysis, Some Comments on Preconditioning for Normal Equations and Least Squares, Fast Randomized Iteration: Diffusion Monte Carlo through the Lens of Numerical Linear Algebra, Generative modeling via tensor train sketching, Simpler is better: a comparative study of randomized pivoting algorithms for CUR and interpolative decompositions, Random design analysis of ridge regression, M-IHS: an accelerated randomized preconditioning method avoiding costly matrix decompositions, Randomized LU decomposition, Faster least squares approximation, Randomized Sketching for Krylov Approximations of Large-Scale Matrix Functions, Solution of the EEG inverse problem by random dipole sampling, Preconditioners for Krylov subspace methods: An overview, Fast randomized numerical rank estimation for numerically low-rank matrices, Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory, Randomized Nyström Preconditioning, XT<scp>race</scp>: Making the Most of Every Sample in Stochastic Trace Estimation, Fast Spatial Gaussian Process Maximum Likelihood Estimation via Skeletonization Factorizations, Optimal CUR Matrix Decompositions, Sketching for Principal Component Regression, Structured Random Sketching for PDE Inverse Problems, Fast model-fitting of Bayesian variable selection regression using the iterative complex factorization algorithm, New tests of uniformity on the compact classical groups as diagnostics for weak-\(^{*}\) mixing of Markov chains, A Practical Randomized CP Tensor Decomposition, Kaczmarz-Type Inner-Iteration Preconditioned Flexible GMRES Methods for Consistent Linear Systems, Unbiased predictive risk estimation of the Tikhonov regularization parameter: convergence with increasing rank approximations of the singular value decomposition, A randomized method for solving discrete ill-posed problems, Pass-Efficient Randomized Algorithms for Low-Rank Matrix Approximation Using Any Number of Views, Randomized linear algebra for model reduction. II: Minimal residual methods and dictionary-based approximation, Multiplicative perturbation bounds for multivariate multiple linear regression in Schatten \(p\)-norms, Optimal Subsampling for Large Sample Logistic Regression, Tikhonov Regularization and Randomized GSVD, Randomized Alternating Least Squares for Canonical Tensor Decompositions: Application to A PDE With Random Data, General Error Estimates for the Longstaff–Schwartz Least-Squares Monte Carlo Algorithm, Compressed and Penalized Linear Regression, Randomized core reduction for discrete ill-posed problem, Kaczmarz-Type Inner-Iteration Preconditioned Flexible GMRES Methods for Consistent Linear Systems, Estimating Leverage Scores via Rank Revealing Methods and Randomization, Subspace Iteration Randomization and Singular Value Problems, Unnamed Item, Tensor-Structured Sketching for Constrained Least Squares
Cites Work
