A Statistical Perspective on Randomized Sketching for Ordinary Least-Squares

Garvesh Raskutti, Michael W. Mahoney

Type: Preprint

Publication Date: 2014-06-23

Citations: 11

Locations

arXiv (Cornell University) - View

Similar Works

Action	Title	Year	Authors
+	A Statistical Perspective on Randomized Sketching for Ordinary Least-Squares	2014	Garvesh Raskutti Michael W. Mahoney
+	Statistical and Algorithmic Perspectives on Randomized Sketching for Ordinary Least-Squares	2015	Garvesh Raskutti Michael W. Mahoney
+	Statistical and Algorithmic Perspectives on Randomized Sketching for Ordinary Least-Squares -- ICML	2015	Garvesh Raskutti Michael W. Mahoney
+	Asymptotics for Sketching in Least Squares Regression	2018	Edgar Dobriban Sifan Liu
+	Sketching Matrix Least Squares via Leverage Scores Estimates	2022	Brett W. Larsen Tamara G. Kolda
+	A New Theory for Sketching in Linear Regression.	2018	Edgar Dobriban Sifan Liu
+	A Framework for Statistical Inference via Randomized Algorithms	2023	Zhi-Xiang Zhang Sokbae Lee Edgar Dobriban
+	Sketched Ridge Regression: Optimization Perspective, Statistical Perspective, and Model Averaging	2017	Shusen Wang Alex Gittens Michael W. Mahoney
+ PDF Chat	Lower Bounds and a Near-Optimal Shrinkage Estimator for Least Squares Using Random Projections	2020	Srivatsan Sridhar Mert Pilancı Ayfer Özgür
+	Lower Bounds and a Near-Optimal Shrinkage Estimator for Least Squares using Random Projections	2020	Srivatsan Sridhar Mert Pilancı Ayfer Özgür
+	Lower Bounds and a Near-Optimal Shrinkage Estimator for Least Squares using Random Projections	2020	Srivatsan Sridhar Mert Pilancı Ayfer Özgür
+ PDF Chat	Inference in Randomized Least Squares and PCA via Normality of Quadratic Forms	2024	L. S. Wang Zhi-Xiang Zhang Edgar Dobriban
+ PDF Chat	Distributed Least Squares in Small Space via Sketching and Bias Reduction	2024	Sachin Garg Kevin Yew Lee Tan Michał Dereziński
+ PDF Chat	Statistical properties of sketching algorithms	2020	Daniel Ahfock William J. Astle Sylvia Richardson
+	Algorithmic Gaussianization through Sketching: Converting Data into Sub-gaussian Random Designs	2022	Michał Dereziński
+	Error Estimation for Randomized Least-Squares Algorithms via the Bootstrap	2018	Miles E. Lopes Shusen Wang Michael W. Mahoney
+	Statistical properties of sketching algorithms	2017	Daniel Ahfock William J. Astle Sylvia Richardson
+	Statistical properties of sketching algorithms	2017	Daniel Ahfock William J. Astle Sylvia Richardson
+	Error Estimation for Randomized Least-Squares Algorithms via the Bootstrap	2018	Miles E. Lopes Shusen Wang Michael W. Mahoney
+	Precise expressions for random projections: Low-rank approximation and randomized Newton	2020	Michał Dereziński Feynman Liang Zhenyu Liao Michael W. Mahoney

Works That Cite This (8)

Action	Title	Year	Authors
+	A Statistical Perspective on Randomized Sketching for Ordinary Least-Squares	2014	Garvesh Raskutti Michael W. Mahoney
+ PDF Chat	Online Censoring for Large-Scale Regressions with Application to Streaming Big Data	2016	Dimitris Berberidis Vassilis Kekatos Georgios B. Giannakis
+	On principal components regression, random projections, and column subsampling	2018	Martin Slawski
+	On Principal Components Regression, Random Projections, and Column Subsampling	2017	Martin Slawski
+	Statistical properties of sketching algorithms	2017	Daniel Ahfock William J. Astle Sylvia Richardson
+	Statistical and Algorithmic Perspectives on Randomized Sketching for Ordinary Least-Squares -- ICML	2015	Garvesh Raskutti Michael W. Mahoney
+	Gradient-based Sampling: An Adaptive Importance Sampling for Least-squares	2018	Rong Zhu
+	Statistical and Algorithmic Perspectives on Randomized Sketching for Ordinary Least-Squares	2015	Garvesh Raskutti Michael W. Mahoney

Works Cited by This (22)

Action	Title	Year	Authors
+ PDF Chat	Influential Observations, High Leverage Points, and Outliers in Linear Regression	1986	Samprit Chatterjee Ali S. Hadi
+ PDF Chat	The Hat Matrix in Regression and ANOVA	1978	David C. Hoaglin Roy E. Welsch
+ PDF Chat	Faster least squares approximation	2010	Petros Drineas Michael W. Mahoney S. Muthukrishnan Tamás Sarlós
+ PDF Chat	Blendenpik: Supercharging LAPACK's Least-Squares Solver	2010	Haim Avron Petar Maymounkov Sivan Toledo
+ PDF Chat	Hadamard Matrices and Their Applications	1978	A. Hedayat W. D. Wallis
+	Fast Monte Carlo Algorithms for Matrices I: Approximating Matrix Multiplication	2006	Petros Drineas Ravi Kannan Michael W. Mahoney
+	On finite population sampling theory under certain linear regression models	1970	Richard M. Royall
+ PDF Chat	Low rank approximation and regression in input sparsity time	2013	Kenneth L. Clarkson David P. Woodruff
+ PDF Chat	OSNAP: Faster Numerical Linear Algebra Algorithms via Sparser Subspace Embeddings	2013	Jelani Nelson Huy L. Nguyễn
+ PDF Chat	Low-distortion subspace embeddings in input-sparsity time and applications to robust linear regression	2013	Xiangrui Meng Michael W. Mahoney