Fast regression with an _ guarantee

DOI10.4230/LIPICS.ICALP.2017.59zbMATH Open1455.65061arXiv1705.10723MaRDI QIDQ5111390FDOQ5111390

Authors: Eric Price, Zhao Song, David P. Woodruff 

Publication date: 27 May 2020

Full work available at URL: https://arxiv.org/abs/1705.10723

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zbMATH Keywords

linear regressionerror estimaterandom matricesleverage scorescount-sketch algorithm

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Random matrices (algebraic aspects) (15B52) Numerical linear algebra (65F99)

Cited In (7)

• A statistical perspective on randomized sketching for ordinary least-squares
• Sketched ridge regression: optimization perspective, statistical perspective, and model averaging
• Sharper bounds for regularized data fitting
• Multiplicative perturbation bounds for multivariate multiple linear regression in Schatten \(p\)-norms
• Asymptotics of the Sketched Pseudoinverse
• RidgeSketch: a fast sketching based solver for large scale ridge regression
• A fast regression via SVD and marginalization

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