Least Squares Estimation using Sketched Data with Heteroskedastic Errors

Sokbae Lee, Serena Ng. Least Squares Estimation using Sketched Data with Heteroskedastic Errors. In Kamalika Chaudhuri, Stefanie Jegelka, Le Song, Csaba Szepesvári, Gang Niu 0001, Sivan Sabato, editors, International Conference on Machine Learning, ICML 2022, 17-23 July 2022, Baltimore, Maryland, USA. Volume 162 of Proceedings of Machine Learning Research, pages 12498-12520, PMLR, 2022. [doi]

@inproceedings{LeeN22-3,
  title = {Least Squares Estimation using Sketched Data with Heteroskedastic Errors},
  author = {Sokbae Lee and Serena Ng},
  year = {2022},
  url = {https://proceedings.mlr.press/v162/lee22i.html},
  researchr = {https://researchr.org/publication/LeeN22-3},
  cites = {0},
  citedby = {0},
  pages = {12498-12520},
  booktitle = {International Conference on Machine Learning, ICML 2022, 17-23 July 2022, Baltimore, Maryland, USA},
  editor = {Kamalika Chaudhuri and Stefanie Jegelka and Le Song and Csaba Szepesvári and Gang Niu 0001 and Sivan Sabato},
  volume = {162},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}