@article{JMLR:v18:17-044,
  author  = {Jiyan Yang and Yin-Lam Chow and Christopher R{{\'e}} and Michael W. Mahoney},
  title   = {Weighted SGD for $\ell_p$ Regression with Randomized Preconditioning},
  journal = {Journal of Machine Learning Research},
  year    = {2018},
  volume  = {18},
  number  = {211},
  pages   = {1--43},
  url     = {http://jmlr.org/papers/v18/17-044.html}
}