Distributed penalized modal regression for massive data
From MaRDI portal
Publication:6076832
DOI10.1007/s11424-022-1197-2OpenAlexW4306158246MaRDI QIDQ6076832
Jun Jin, Shuangzhe Liu, Tie-Feng Ma
Publication date: 22 September 2023
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-022-1197-2
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- Nonparametric modal regression
- A robust and efficient estimation method for single index models
- Aggregated estimating equation estimation
- A robust and efficient estimation method for single-index varying-coefficient models
- Mode regression
- Faster least squares approximation
- Composite quantile regression and the oracle model selection theory
- Maximum likelihood estimation of isotonic modal regression
- Robust and efficient estimation with weighted composite quantile regression
- A note on prediction via estimation of the conditional mode function
- Block average quantile regression for massive dataset
- Adaptive iterative Hessian sketch via \(A\)-optimal subsampling
- A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
- Quantile regression under memory constraint
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Most likely optimal subsampled Markov chain Monte Carlo
- Divide and Conquer Kernel Ridge Regression: A Distributed Algorithm with Minimax Optimal Rates
- Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
- A New Regression Model: Modal Linear Regression
- Local modal regression
- Low-Rank Approximation and Regression in Input Sparsity Time
- A split-and-conquer approach for analysis of
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Composite quantile regression for massive datasets
- A Statistical View of Some Chemometrics Regression Tools
- A Statistical Learning Approach to Modal Regression
- Model selection with distributed SCAD penalty
- A Scalable Bootstrap for Massive Data
- Communication-Efficient Distributed Statistical Inference
- Speeding Up MCMC by Efficient Data Subsampling
- Tuning parameter selectors for the smoothly clipped absolute deviation method
