166 citations · 595 across the 71 of their papers we have counts for
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math.ST2019★ 17 cited
Ridge Regression: Structure, Cross-Validation, and Sketching
Sifan Liu, Edgar Dobriban
We study the following three fundamental problems about ridge regression: (1) what is the structure of the estimator? (2) how to correctly use cross-validation to choose the regula…
math.ST2019★ 6 cited
WONDER: Weighted one-shot distributed ridge regression in high dimensions
Edgar Dobriban, Yue Sheng
In many areas, practitioners need to analyze large datasets that challenge conventional single-machine computing. To scale up data analysis, distributed and parallel computing appr…