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math.ST2026
Bootstrap Error Estimation and Sketch-Size Selection for Sketched Ridge Regression
Akito Narahara, Takayuki Kawashima, Takafumi Kanamori
Randomized sketching reduces the computational cost of large ridge-regression problems, but the coefficient error depends on the realized sketch. We extend the paired-row bootstrap…
math.ST2018★ 9 cited
On Difference Between Two Types of -divergence for Regression
Takayuki Kawashima, Hironori Fujisawa
The -divergence is well-known for having strong robustness against heavy contamination. By virtue of this property, many applications via the -divergence have been proposed.…