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Asymptotics of the Sketched Pseudoinverse - MaRDI portal

Asymptotics of the Sketched Pseudoinverse

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Publication:6416426

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DOI10.1137/22M1530264arXiv2211.03751MaRDI QIDQ6416426

Pratik Patil, Richard G. Baraniuk, Ryan J. Tibshirani, Daniel LeJeune, Hamid Hay Seyyed Javadi

Publication date: 7 November 2022

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Theory of matrix inversion and generalized inverses (15A09) Random matrices (algebraic aspects) (15B52)

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