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Multiplicative Perturbation Bounds for Multivariate Multiple Linear Regression in Schatten p-Norms
[article]
2020
arXiv
pre-print
Multivariate multiple linear regression (MMLR), which occurs in a number of practical applications, generalizes traditional least squares (multivariate linear regression) to multiple right-hand sides. We extend recent MLR analyses to sketched MMLR in general Schatten p-norms by interpreting the sketched problem as a multiplicative perturbation. Our work represents an extension of Maher's results on Schatten p-norms. We derive expressions for the exact and perturbed solutions in terms of
arXiv:2007.06099v1
fatcat:vea5vuujrnc3ngjop33b53mcju