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math.ST2020
How to reduce dimension with PCA and random projections?
Fan Yang, Sifan Liu, Edgar Dobriban +1
In our "big data" age, the size and complexity of data is steadily increasing. Methods for dimension reduction are ever more popular and useful. Two distinct types of dimension red…
math.ST2019
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.ST2018
Asymptotics for Sketching in Least Squares Regression
Edgar Dobriban, Sifan Liu
We consider a least squares regression problem where the data has been generated from a linear model, and we are interested to learn the unknown regression parameters. We consider…