Xie, Dong-Yue

Sequential Least-Squares Estimators with Fast Randomized Sketching for Linear Statistical Models

2025 · arXiv (Cornell University)

We propose a novel randomized framework for the estimation problem of large-scale linear statistical models, namely Sequential Least-Squares Estimators with Fast Randomized Sketching (SLSE-FRS), which integrates Sketch-and-Solve and Iterative-Sketching methods for the first time. By …