Optimal Sampling for Generalized Linear Models Under Measurement Constraints

DOI10.1080/10618600.2020.1778483OpenAlexW3034724369MaRDI QIDQ5066420

Yang Ning, David Ruppert, Tao Zhang

Publication date: 29 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.07309

zbMATH Keywords

A-optimalitygeneralized linear modelsmartingale central limit theoremmeasurement constraintsunconditional asymptotic distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

Optimal subsample selection for massive logistic regression with distributed data ⋮ Functional principal subspace sampling for large scale functional data analysis ⋮ Information-based optimal subdata selection for non-linear models ⋮ Optimal decorrelated score subsampling for generalized linear models with massive data ⋮ OSUMC ⋮ Subdata selection algorithm for linear model discrimination

Uses Software

• GLIM
• RandNLA

Cites Work

• Design issues for generalized linear models: a review
• Faster least squares approximation
• Semi-supervised inference: general theory and estimation of means
• Efficient and adaptive linear regression in semi-supervised settings
• Sampling algorithms for l₂ regression and applications
• Asymptotic Statistics
• On Computationally Tractable Selection of Experiments in Measurement-Constrained Regression Models
• Optimal Subsampling for Large Sample Logistic Regression
• Information-Based Optimal Subdata Selection for Big Data Linear Regression
• Optimal Design of Experiments
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