Communication-efficient distributed composite quantile regression via convolution smoothing and Poisson subsampling
From MaRDI portal
Cites work
- A distributed one-step estimator
- A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
- A review on design inspired subsampling for big data
- A split-and-conquer approach for analysis of
- A statistical perspective on algorithmic leveraging
- Adaptive distributed smooth composite quantile regression estimation for large-scale data
- Asymptotic Statistics
- Communication-efficient algorithms for statistical optimization
- Communication-efficient distributed statistical inference
- Composite quantile regression and the oracle model selection theory
- Composite quantile regression for a distributed system with non-randomly distributed data
- Composite quantile regression for massive datasets
- Distributed testing and estimation under sparse high dimensional models
- Divide and conquer kernel ridge regression: a distributed algorithm with minimax optimal rates
- Fast approximation of matrix coherence and statistical leverage
- High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error
- Information-Based Optimal Subdata Selection for Big Data Linear Regression
- Least-Square Approximation for a Distributed System
- On the asymptotics of constrained \(M\)-estimation
- On the optimality of averaging in distributed statistical learning
- Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data
- Optimal subsampling algorithms for big data regressions
- Optimal subsampling algorithms for composite quantile regression in massive data
- Optimal subsampling for composite quantile regression in big data
- Optimal subsampling for large sample logistic regression
- Optimal subsampling for quantile regression in big data
- Optimum experimental designs, with SAS
- Quantile regression under memory constraint
- Regression Quantiles
- Single-index composite quantile regression with heteroscedasticity and general error distributions
- Smoothed quantile regression with large-scale inference
- Smoothing Quantile Regressions
- Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration
- Sparse Composite Quantile Regression with Ultra-high Dimensional Heterogeneous Data
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Communication-efficient distributed composite quantile regression via convolution smoothing and Poisson subsampling
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6850151)