Sketching for Principal Component Regression

DOI10.1137/18M1188860zbMath1416.65105arXiv1803.02661OpenAlexW2964113144WikidataQ128021676 ScholiaQ128021676MaRDI QIDQ5380270

Haim Avron, Liron Mor-Yosef

Publication date: 4 June 2019

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.02661

zbMATH Keywords

sketchingleast squareslinear regressionprincipal component regressionrandomized numerical linear algebracompressed least squares

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22) Direct numerical methods for linear systems and matrix inversion (65F05) Randomized algorithms (68W20)

Related Items (3)

Functional principal subspace sampling for large scale functional data analysis ⋮ Robust high-dimensional factor models with applications to statistical machine learning ⋮ Unnamed Item

Uses Software

• PRIMME
• Blendenpik
• LSRN

Cites Work

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• Compressed matrix multiplication

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