Optimal decorrelated score subsampling for generalized linear models with massive data

DOI10.1007/S11425-022-2057-8MaRDI QIDQ6151833zbMATH OpenFDO

Authors Junzhuo Gao, Lei Wang, Heng Lian

Publication date 12 February 2024

Published in Science China. Mathematics (Search for Journal in Brave)

zbMATH Keywords

high-dimensional inferencemassive dataA-optimalityL-optimalitydecorrelated score subsampling

Mathematics Subject Classification ID

Statistical aspects of big data and data science (62R07) Estimation in multivariate analysis (62H12)

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Cited in

(2)

• Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data
• Optimal Poisson subsampling decorrelated score for high-dimensional generalized linear models

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