A Scalable Bootstrap for Massive Data
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(only showing first 100 items - show all)- A review of distributed statistical inference
- Inference with combined data from subgroup selection and validation phases in clinical trials
- Testing heterogeneity in quantile regression: a multigroup approach
- Divide and conquer for accelerated failure time model with massive time‐to‐event data
- Robust and scalable Bayes via a median of subset posterior measures
- Confidence interval construction in massive data sets
- Quantile varying-coefficient structural equation model
- Distributed smoothed rank regression with heterogeneous errors for massive data
- A scalable nonparametric specification testing for massive data
- Distributed adaptive Gaussian mean estimation with unknown variance: interactive protocol helps adaptation
- Distributed nonparametric function estimation: optimal rate of convergence and cost of adaptation
- Big data naturally rescaled
- Feature Screening for Massive Data Analysis by Subsampling
- Generalized linear models for massive data via doubly-sketching
- Communication-Efficient Distributed Linear Discriminant Analysis for Binary Classification
- Communication-efficient distributed gradient descent via random projection
- Distributed penalized modal regression for massive data
- Distributed Bayesian learning with stochastic natural gradient expectation propagation and the posterior server
- Sample Size Determination For Multidimensional Parameters And The A-Optimal Subsampling In A Big Data Linear Regression Model
- Unified rules of renewable weighted sums for various online updating estimations
- Efficient Nonparametric Estimation of 3D Point Cloud Signals through Distributed Learning
- Generative Multi-Purpose Sampler for Weighted M-estimation
- Subdata selection algorithm for linear model discrimination
- A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data
- Scatter matrix concordance as a diagnostic for regressions on subsets of data
- A fast divide-and-conquer strategy for single-index model with massive data
- Gap bootstrap methods for massive data sets with an application to transportation engineering
- Subsampling from features in large regression to find ``winning features
- A partitioned quasi-likelihood for distributed statistical inference
- Projected spline estimation of the nonparametric function in high-dimensional partially linear models for massive data
- Scalable resampling in massive generalized linear models via subsampled residual bootstrap
- Scaling by subsampling for big data, with applications to statistical learning
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Model aggregation for doubly divided data with large size and large dimension
- High-dimensional integrative analysis with homogeneity and sparsity recovery
- Analyzing large datasets with bootstrap penalization
- Robust and efficient subsampling algorithms for massive data logistic regression
- Distributed testing and estimation under sparse high dimensional models
- Statistical Inference, Learning and Models in Big Data
- Optimal subsampling for large‐sample quantile regression with massive data
- Quantile-based PLS-SEM with bag of little bootstraps
- Hierarchical Bayesian bootstrap for heterogeneous treatment effect estimation
- Principles of experimental design for big data analysis
- Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling
- A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
- A massive data framework for M-estimators with cubic-rate
- Communication-efficient distributed statistical inference
- More efficient estimation for logistic regression with optimal subsamples
- Composite quantile regression for massive datasets
- Combining multiple observational data sources to estimate causal effects
- Nonparametric Bayesian aggregation for massive data
- New metrics and tests for subject prevalence in documents based on topic modeling
- Distributed inference for two‐sample U‐statistics in massive data analysis
- A model robust subsampling approach for generalised linear models in big data settings
- Outcome dependent subsampling divide and conquer in generalized linear models for massive data
- A random forest guided tour
- Unbiased statistical estimation and valid confidence intervals under differential privacy
- Discussion on ‘A review of distributed statistical inference’
- The future of statistics and data science
- Computationally efficient methods for fitting mixed models to electronic health records data
- Updatable estimation in generalized linear models with missing data
- Estimation and testing of expectile regression with efficient subsampling for massive data
- Distributed estimation of functional linear regression with functional responses
- A dynamic screening algorithm for hierarchical binary marketing data
- Optimal subsampling algorithms for composite quantile regression in massive data
- Testing multivariate quantile by empirical likelihood
- Bias, consistency, and alternative perspectives of the infinitesimal jackknife
- Tuning LASSO models for propensity score weighting and using synthetic negative control exposures for residual bias detection
- \(i\)Fusion: individualized fusion learning
- A fast bootstrap algorithm for causal inference with large data
- Statistical inference in massive datasets by empirical likelihood
- MANDERA: malicious node detection in federated learning via ranking
- A Bootstrap-based Method for Testing Similarity of Matched Networks
- Sufficiency Revisited: Rethinking Statistical Algorithms in the Big Data Era
- A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning
- Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data
- Generalised likelihood profiles for models with intractable likelihoods
- Optimal Subsampling Bootstrap for Massive Data
- Distributed robust estimation and inference with contaminated data
- A selective review on statistical methods for massive data computation: distributed computing, subsampling, and minibatch techniques
- Higher-order coverage errors of batching methods via Edgeworth expansions on t-statistics
- Information-based optimal subdata selection for big data logistic regression
- Adaptive distributed methods under communication constraints
- Efficient subsampling for high-dimensional data
- Quantile regression under memory constraint
- Imposing unsupervised constraints to the benefit-of-the-doubt (BoD) model
- CEDAR: Communication Efficient Distributed Analysis for Regressions
- Enhancements of communication-efficient distributed statistical inference and its privacy preservation
- A Subsampling Method for Regression Problems Based on Minimum Energy Criterion
- Online updating Huber robust regression for big data streams
- An adaptive lack of fit test for big data
- Scalable Bayesian Nonparametric Clustering and Classification
- A distributed multiple sample testing for massive data
- Distributed statistical inference for massive data
- Global test for covariate significance in quantile regression
- Multiple graph regularized graph transduction via greedy gradient Max-Cut
- Feasible algorithm for linear mixed model for massive data
- Efficient B-spline imputation methods in functional structural equation model with missing data
- The A-optimal subsampling approach to the analysis of count data of massive size
- Computing confidence intervals from massive data via penalized quantile smoothing splines
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