Scaled Least Squares Estimator for GLMs in Large-Scale Problems

Murat A. Erdogdu, Lee H. Dicker, Mohsen Bayati. Scaled Least Squares Estimator for GLMs in Large-Scale Problems. In Daniel D. Lee, Masashi Sugiyama, Ulrike V. Luxburg, Isabelle Guyon, Roman Garnett, editors, Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, December 5-10, 2016, Barcelona, Spain. pages 3324-3332, 2016. [doi]

Abstract

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