961 citations · 999 across the 6 of their papers we have counts for
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Quantile Regression for Large-scale Applications
Jiyan Yang, Xiangrui Meng, Michael W. Mahoney
Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relat…
Low-distortion Subspace Embeddings in Input-sparsity Time and Applications to Robust Linear Regression
Xiangrui Meng, Michael W. Mahoney
Low-distortion embeddings are critical building blocks for developing random sampling and random projection algorithms for linear algebra problems. We show that, given a matrix $A…
The Fast Cauchy Transform and Faster Robust Linear Regression
Kenneth L. Clarkson, Petros Drineas, Malik Magdon-Ismail +3
We provide fast algorithms for overconstrained regression and related problems: for an input matrix and vector , in time we…
LSRN: A Parallel Iterative Solver for Strongly Over- or Under-Determined Systems
Xiangrui Meng, Michael A. Saunders, Michael W. Mahoney
We describe a parallel iterative least squares solver named \texttt{LSRN} that is based on random normal projection. \texttt{LSRN} computes the min-length solution to $\min_{x \in…