Generalized linear models for massive data via doubly-sketching
From MaRDI portal
Publication:6117016
DOI10.1007/s11222-023-10274-8zbMath1517.62023OpenAlexW4384817809MaRDI QIDQ6117016
Publication date: 16 August 2023
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-023-10274-8
Computational methods for problems pertaining to statistics (62-08) Generalized linear models (logistic models) (62J12) Stochastic approximation (62L20)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Faster least squares approximation
- Maximum likelihood estimates in exponential response models
- Sub-sampled Newton methods
- Iterative Hessian sketch: Fast and accurate solution approximation for constrained least-squares
- Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence
- On the Use of Stochastic Hessian Information in Optimization Methods for Machine Learning
- Randomized Algorithms for Matrices and Data
- Low-Rank Approximation and Regression in Input Sparsity Time
- Sampling algorithms for l2 regression and applications
- On the existence and uniqueness of the maximum likelihood estimates for certain generalized linear models
- ScaLAPACK Users' Guide
- Massive Parallelization of Serial Inference Algorithms for a Complex Generalized Linear Model
- Optimal Subsampling for Large Sample Logistic Regression
- Statistical properties of sketching algorithms
- A Scalable Bootstrap for Massive Data
- The Fast Johnson–Lindenstrauss Transform and Approximate Nearest Neighbors
- Information-Based Optimal Subdata Selection for Big Data Linear Regression
- A Stochastic Approximation Method
- Multidimensional Stochastic Approximation Methods
- Exact and inexact subsampled Newton methods for optimization
- Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data
- On randomized sketching algorithms and the Tracy-Widom law
This page was built for publication: Generalized linear models for massive data via doubly-sketching