* 9 pages, 8 figures, 1 tables, Accepted for Publication in the IEEE
Journal of Biomedical and Health Informatics (J-BHI) 25-May-2021 Access Paper or Ask Questions
* ICML 2015. v2: Updated the Gauss-Southwell-q result in Section 8 and
Appendix H, to remove the part depending on mu_1 (the proof had an error).
Added Section 8.1, which discusses conditions under which a rate depending on
mu_1 does hold Access Paper or Ask Questions