7 papers
On randomized batch-sampling coordinate descent methods for solving linear least-squares problems
Dong-Yue Xie, Xi Yang
This paper refines randomized block coordinate descent by introducing a coordinate-level batch-sampling distribution characterization, yielding a fine-grained randomized batch-samp…
Sequential Preconditioned Conjugate Gradient Method for Linear Statistical Models
Guan-Yu Chen, Dong-Yue Xie, Xi Yang +1
We propose a randomized iterative method for the ordinary least-squares estimation problem in large-scale linear statistical models, namely the Sequential Preconditioned Conjugate…
A Flexible Empirical Bayes Approach to Generalized Linear Models, with Applications to Sparse Logistic Regression
Dongyue Xie, Matthew Stephens
We introduce a flexible empirical Bayes approach for fitting Bayesian generalized linear models. Specifically, we adopt a novel mean-field variational inference (VI) method and the…
Randomized batch-sampling Kaczmarz methods for solving linear systems
Dong-Yue Xie, Xi Yang
To conduct a more in-depth investigation of randomized solvers for solving linear systems, we adopt a unified randomized batch-sampling Kaczmarz framework with per-iteration costs…
Confidence Intervals for Linear Models with Arbitrary Noise Contamination
Dong Xie, Chao Gao, John Lafferty
We study confidence interval construction for linear regression under Huber's contamination model, where an unknown fraction of noise variables is arbitrarily corrupted. While robu…
Sequential Least-Squares Estimators with Fast Randomized Sketching for Linear Statistical Models
Guan-Yu Chen, Dong-Yue Xie, Xi Yang
We propose a novel randomized framework for the estimation problem of large-scale linear statistical models, namely Sequential Least-Squares Estimators with Fast Randomized Sketchi…
Local False Sign Rate and the Role of Prior Covariance Rank in Multivariate Empirical Bayes Multiple Testing
Dongyue Xie
This paper investigates the relationship between the rank of the prior covariance matrix and the local false sign rate (lfsr) in multivariate empirical Bayes multiple testing, spec…