Random Projections for Large-Scale Regression

DOI10.1007/978-3-319-41573-4_3OpenAlexW2580628529MaRDI QIDQ4595748

Gian-Andrea Thanei, Christina Heinze, Nicolai Meinshausen

Publication date: 6 December 2017

Published in: Contributions to Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.05325

zbMATH Keywords

ridge regressionlinear regressionprincipal component regressionrandom projectionslarge-scale regression

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

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