Newton-Stein Method: An optimization method for GLMs via Stein's Lemma

zbMath1437.62292arXiv1511.08895MaRDI QIDQ2953640

Murat A. Erdogdu

Publication date: 5 January 2017

Full work available at URL: https://arxiv.org/abs/1511.08895

zbMATH Keywords

Newton's methodsub-samplinggeneralized linear model (GLM)

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Generalized linear models (logistic models) (62J12)

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