Distributed optimal subsampling for quantile regression with massive data
From MaRDI portal
Cites work
- A distributed one-step estimator
- A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
- A statistical framework for differential privacy
- A statistical perspective on algorithmic leveraging
- A statistical perspective on randomized sketching for ordinary least-squares
- Advances and Open Problems in Federated Learning
- Asymptotic Statistics
- Block average quantile regression for massive dataset
- Bootstrap methods: another look at the jackknife
- Communication-efficient algorithms for statistical optimization
- Communication-efficient estimation and inference for high-dimensional quantile regression based on smoothed decorrelated score
- Communication-efficient surrogate quantile regression for non-randomly distributed system
- Composite quantile regression and the oracle model selection theory
- CUR matrix decompositions for improved data analysis
- Distributed high-dimensional regression under a quantile loss function
- Distributed inference for quantile regression processes
- Distributed subdata selection for big data via sampling-based approach
- Efficient resampling methods for nonsmooth estimating functions
- Fast approximation of matrix coherence and statistical leverage
- GADMM: fast and communication efficient framework for distributed machine learning
- Gaussian Differential Privacy
- Heterogeneity-aware and communication-efficient distributed statistical inference
- scientific article; zbMATH DE number 3176492 (Why is no real title available?)
- Information-Based Optimal Subdata Selection for Big Data Linear Regression
- Information-based optimal subdata selection for big data logistic regression
- Least-Square Approximation for a Distributed System
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Minimax Optimal Procedures for Locally Private Estimation
- Network Gradient Descent Algorithm for Decentralized Federated Learning
- On the de la Garza phenomenon
- Optimal subsample selection for massive logistic regression with distributed data
- Optimal subsampling algorithms for big data regressions
- Optimal subsampling for composite quantile regression in big data
- Optimal subsampling for composite quantile regression model in massive data
- Optimal subsampling for large sample logistic regression
- Optimal subsampling for large-scale quantile regression
- Optimal subsampling for large‐sample quantile regression with massive data
- Optimal subsampling for linear quantile regression models
- Optimal subsampling for quantile regression in big data
- Privacy-preserving parametric inference: a case for robust statistics
- Quantile regression in big data: a divide and conquer based strategy
- Quantile regression under memory constraint
- Quantile regression.
- Regression Quantiles
- Sampling algorithms for l₂ regression and applications
- The cost of privacy: optimal rates of convergence for parameter estimation with differential privacy
Cited in
(4)- Optimal distributed subsampling for accelerated failure time models with massive censored data
- Distributed estimation and algorithm for distributed outcome dependent subsampling in generalized linear regression with large-scale data
- Optimal distributed subsampling under heterogeneity
- Optimal subsampling algorithm for the marginal model with massive longitudinal data
This page was built for publication: Distributed optimal subsampling for quantile regression with massive data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6592801)