Adaptive iterative Hessian sketch via \(A\)-optimal subsampling

DOI10.1007/s11222-020-09936-8zbMath1447.62092arXiv1902.07627OpenAlexW3011243108MaRDI QIDQ2195850

Hengtao Zhang, Aijun Zhang, Guosheng Yin

Publication date: 27 August 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.07627

zbMATH Keywords

preconditionerfirst-order methodoptimal designsubsamplingexact line searchHessian sketch

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Optimal statistical designs (62K05) Sampling theory, sample surveys (62D05)

Related Items (2)

Distributed penalized modal regression for massive data ⋮ Optimal subsampling algorithms for composite quantile regression in massive data

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