Distributed statistical estimation and rates of convergence in normal approximation

DOI10.1214/19-EJS1647zbMATH Open1434.62046MaRDI QIDQ2283576FDOQ2283576

Authors: Stanislav Minsker 

Publication date: 3 January 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: This paper presents a class of new algorithms for distributed statistical estimation that exploit divide-and-conquer approach. We show that one of the key benefits of the divide-and-conquer strategy is robustness, an important characteristic for large distributed systems. We establish connections between performance of these distributed algorithms and the rates of convergence in normal approximation, and prove non-asymptotic deviations guarantees, as well as limit theorems, for the resulting estimators. Our techniques are illustrated through several examples: in particular, we obtain new results for the median-of-means estimator, as well as provide performance guarantees for distributed maximum likelihood estimation.

Full work available at URL: https://arxiv.org/abs/1704.02658

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zbMATH Keywords

normal approximationrobust estimationlimit theoremsmedian-of-means estimatordistributed estimation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35) Functional limit theorems; invariance principles (60F17)

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Cited In (27)

• LIC criterion for optimal subset selection in distributed interval estimation
• First-Order Newton-Type Estimator for Distributed Estimation and Inference
• Distributed testing and estimation under sparse high dimensional models
• Robust subgaussian estimation with VC-dimension
• A massive data framework for M-estimators with cubic-rate
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• Distributed Bayesian inference in massive spatial data
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• Distributed subsampling for multiplicative regression
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• The statistical performance of collaborative inference
• Robust and efficient mean estimation: an approach based on the properties of self-normalized sums
• Individual Data Protected Integrative Regression Analysis of High-Dimensional Heterogeneous Data
• A review of distributed statistical inference
• Emerging directions in Bayesian computation
• Robust distributed multicategory angle-based classification for massive data
• Robust sub-Gaussian estimation of a mean vector in nearly linear time
• Distributed nonparametric function estimation: optimal rate of convergence and cost of adaptation
• Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data

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