arXiv stat.ML
· Papers
Sequential Preconditioned Conjugate Gradient Method for Linear Statistical Models
arXiv:2607.25272v1 Announce Type: cross Abstract: We propose a randomized iterative method for the ordinary least-squares estimation problem in large-scale linear statistical models, namely the Sequential Preconditioned Conjugate Gradient Method (SPCG). SPCG constructs a sequence of sketched least-squares subproblems w