Scalable approximations for generalized linear problems

MaRDI QIDQ4633014zbMATH OpenFDO

Authors Murat A. Erdogdu, Mohsen Bayati, Lee H. Dicker

Publication date 2 May 2019

Full work available at URL https://arxiv.org/abs/1611.06686, http://jmlr.csail.mit.edu/papers/v20/17-279.html

zbMATH Keywords

dimension reduction in optimizationgeneralized linear problemsstochastic optimizationsubsampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

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Cited in

(2)

• Newton-Stein method: an optimization method for GLMs via Stein's lemma
• Scalable approximations for generalized linear problems

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