Distributed statistical inference for massive data
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Abstract: This paper considers distributed statistical inference for general symmetric statistics %that encompasses the U-statistics and the M-estimators in the context of massive data where the data can be stored at multiple platforms in different locations. In order to facilitate effective computation and to avoid expensive communication among different platforms, we formulate distributed statistics which can be conducted over smaller data blocks. The statistical properties of the distributed statistics are investigated in terms of the mean square error of estimation and asymptotic distributions with respect to the number of data blocks. In addition, we propose two distributed bootstrap algorithms which are computationally effective and are able to capture the underlying distribution of the distributed statistics. Numerical simulation and real data applications of the proposed approaches are provided to demonstrate the empirical performance.
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Cited in
(53)- A distributed one-step estimator
- Circumventing superefficiency: an effective strategy for distributed computing in non-standard problems
- Edgeworth expansions for network moments
- Statistical inference in massive datasets by empirical likelihood
- A partitioned quasi-likelihood for distributed statistical inference
- Distributed one-step upgraded estimation for non-uniformly and non-randomly distributed data
- Distributed statistical estimation and rates of convergence in normal approximation
- Distributed simultaneous inference in generalized linear models via confidence distribution
- Distributed inference for quantile regression processes
- Distributed Bayesian posterior voting strategy for massive data
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- An Asynchronous Distributed Expectation Maximization Algorithm for Massive Data: The DEM Algorithm
- Distributed prediction from vertically partitioned data
- WONDER: weighted one-shot distributed ridge regression in high dimensions
- Parallel inference for massive distributed spatial data using low-rank models
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- Distributed inference for two‐sample U‐statistics in massive data analysis
- Distributed statistical inference for linear models with multi-source massive heterogeneous data
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- Projection divergence in the reproducing kernel Hilbert space: asymptotic normality, block-wise and slicing estimation, and computational efficiency
- Optimal Subsampling Bootstrap for Massive Data
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- Distributed hypothesis testing for large dimensional two-sample mean vectors
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- Distributed semi-supervised single-index model with corruption
- Hypothesis testing of one sample mean vector in distributed frameworks
- Distributed estimation of spiked eigenvalues in spiked population models
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- U-Statistic Reduction: Higher-Order Accurate Risk Control and Statistical-Computational Trade-Off
- CluBear: a subsampling package for interactive statistical analysis with massive data on a single machine
- Heterogeneity-aware debiased machine learning for high-dimensional partially linear models
- A Simple Divide-and-Conquer-based Distributed Method for the Accelerated Failure Time Model
- Distributed learning for kernel mode-based regression
- Supervised Stratified Subsampling for Predictive Analytics
- Scalable resampling in massive generalized linear models via subsampled residual bootstrap
- Quadratic discriminant analysis in distributed frameworks
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- Distributed information-based optimal sub-data selection algorithm for big data logistic regression
- An adaptive-to-model distributed hybrid test for conditional independence
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