A New Theory for Sketching in Linear Regression.

Edgar Dobriban, Sifan Liu

Type: Article

Publication Date: 2018-10-14

Citations: 10

Locations

arXiv (Cornell University) - View

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+	Principal components in linear mixed models with general bulk	2019	Zhou Fan Yi Sun Zhichao Wang
+	Sparse sketches with small inversion bias	2020	Michał Dereziński Zhenyu Liao Edgar Dobriban Michael W. Mahoney
+	Ridge Regression: Structure, Cross-Validation, and Sketching	2019	Sifan Liu Edgar Dobriban
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+	Tracy-Widom limit for the largest eigenvalue of high-dimensional covariance matrices in elliptical distributions	2019	Jun Wen Zhou Wang
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+	ISLET: Fast and Optimal Low-rank Tensor Regression via Importance Sketching	2019	Anru R. Zhang Yuetian Luo Garvesh Raskutti Ming Yuan
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Works Cited by This (9)

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+	The semicircle law, free random variables, and entropy	2000	Fumio Hiai Dėnes Petz
+	Asymptotically liberating sequences of random unitary matrices	2014	Greg W. Anderson Brendan Farrell
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson
+	Provable Deterministic Leverage Score Sampling	2014	Dimitris Papailiopoulos Anastasios Kyrillidis Christos Boutsidis
+	Compressed Least-Squares Regression	2009	Odalric Maillard Rémi Munos
+	Universality laws for randomized dimension reduction, with applications	2015	Samet Oymak Joel A. Tropp
+	Lectures on Randomized Numerical Linear Algebra	2017	Petros Drineas Michael W. Mahoney
+ PDF Chat	An Introduction to Random Matrices	2009	Greg W. Anderson Alice Guionnet Ofer Zeitouni
+	Statistical properties of sketching algorithms	2017	Daniel Ahfock William J. Astle Sylvia Richardson