Distributed high-dimensional regression under a quantile loss function
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Publication:5148971
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Cited in
(24)- A selective review on statistical methods for massive data computation: distributed computing, subsampling, and minibatch techniques
- Distributed optimal subsampling for quantile regression with massive data
- A review of distributed statistical inference
- Byzantine-robust distributed sparse learning for \(M\)-estimation
- An Asymptotic Analysis of Random Partition Based Minibatch Momentum Methods for Linear Regression Models
- Single-index composite quantile regression for ultra-high-dimensional data
- Adaptive distributed inference for multi-source massive heterogeneous data
- Optimal subsampling for large‐sample quantile regression with massive data
- Distributed Sparse Composite Quantile Regression in Ultrahigh Dimensions
- Residual projection for quantile regression in vertically partitioned big data
- Distributed quantile regression in decentralized optimization
- Distributed Estimation for Principal Component Analysis: An Enlarged Eigenspace Analysis
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
- Communication-efficient distributed estimation for high-dimensional large-scale linear regression
- Robust reduced rank regression in a distributed setting
- Distributed inference for the quantile regression model based on the random weighted bootstrap
- Transfer Learning with Large-Scale Quantile Regression
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- Distributed Decoding From Heterogeneous 1-Bit Compressive Measurements
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- Distributed quantile regression for longitudinal big data
- Distributed statistical optimization for non-randomly stored big data with application to penalized learning
- Communication-efficient surrogate quantile regression for non-randomly distributed system
- First-Order Newton-Type Estimator for Distributed Estimation and Inference
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