/Dist

Distributed linear regression

Primary LanguageMATLAB

Distributed linear regression

Code implementing the methods, and reproducing the computational results, from the paper:

E. Dobriban and Y. Sheng, Distributed linear regression by averaging, https://arxiv.org/abs/1810.00412.

The Annals of Statistics. 49(2): 918-943 (April 2021).