On statistics, computation and scalability

DOI10.3150/12-BEJSP17zbMATH Open1273.62030arXiv1309.7804MaRDI QIDQ373533FDOQ373533

Authors: Michael Jordan 

Publication date: 17 October 2013

Published in: Bernoulli (Search for Journal in Brave)

Abstract: How should statistical procedures be designed so as to be scalable computationally to the massive datasets that are increasingly the norm? When coupled with the requirement that an answer to an inferential question be delivered within a certain time budget, this question has significant repercussions for the field of statistics. With the goal of identifying "time-data tradeoffs," we investigate some of the statistical consequences of computational perspectives on scability, in particular divide-and-conquer methodology and hierarchies of convex relaxations.

Full work available at URL: https://arxiv.org/abs/1309.7804

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Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Foundational topics in statistics (62A99)

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Cited In (19)

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• A Large-Scale Constrained Joint Modeling Approach for Predicting User Activity, Engagement, and Churn With Application to Freemium Mobile Games
• A communication-efficient method for ℓ₀ regularization linear regression models
• Statistical and computational tradeoff in genetic algorithm-based estimation
• A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning
• Nonconvex Dantzig selector and its parallel computing algorithm
• Robust classification via MOM minimization
• Joint integrative analysis of multiple data sources with correlated vector outcomes
• Distributed sequential estimation procedures
• Discussion of ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan by Piercesare Secchi, Simone Vantini and Valeria Vitelli
• Distributed statistical estimation and rates of convergence in normal approximation
• Parallel-and-stream accelerator for computationally fast supervised learning
• A divide-and-conquer algorithm for core-periphery identification in large networks

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