185 citations · 945 across the 83 of their papers we have counts for
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math.ST2016
Generalized ridge estimator and model selection criterion in multivariate linear regression
Yuichi Mori, Taiji Suzuki
We propose new model selection criteria based on generalized ridge estimators dominating the maximum likelihood estimator under the squared risk and the Kullback-Leibler risk in mu…
math.OC2016
Stochastic dual averaging methods using variance reduction techniques for regularized empirical risk minimization problems
Tomoya Murata, Taiji Suzuki
We consider a composite convex minimization problem associated with regularized empirical risk minimization, which often arises in machine learning. We propose two new stochastic g…