Optimal subsampling for large-scale quantile regression

DOI10.1016/j.jco.2020.101512zbMath1460.62049OpenAlexW3043888703MaRDI QIDQ1996884

Fei Wang, Jun Yu, Hui-Ming Zhang, Ming-Yao Ai

Publication date: 26 February 2021

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2020.101512

zbMATH Keywords

law of the iterated logarithmA-optimalitymassive dataPoisson samplingnon-informative sampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Sampling theory, sample surveys (62D05) Statistical aspects of big data and data science (62R07)

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Uses Software

• UCI-ml
• AS 229

Cites Work

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