Robust and efficient subsampling algorithms for massive data logistic regression
From MaRDI portal
Publication:6579821
Cites work
- A Scalable Bootstrap for Massive Data
- A statistical perspective on algorithmic leveraging
- A statistical perspective on randomized sketching for ordinary least-squares
- Applied logistic regression
- Experiments with mixtures: Optimal allocations for Becker's models
- Fast approximation of matrix coherence and statistical leverage
- Faster least squares approximation
- Information-Based Optimal Subdata Selection for Big Data Linear Regression
- More efficient estimation for logistic regression with optimal subsamples
- Optimal Design of Experiments
- Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data
- Optimal subsampling algorithms for big data regressions
- Optimal subsampling for large sample logistic regression
- Optimal subsampling for quantile regression in big data
- Optimal subsampling for softmax regression
- Randomized sketches for kernels: fast and optimal nonparametric regression
- Robust learning from bites for data mining
- Sampling algorithms for l₂ regression and applications
- Speeding Up MCMC by Efficient Data Subsampling
- Target estimation for the logistic regression model
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Using balanced iterative reducing and clustering hierarchies to compute approximate rank statistics on massive datasets
Cited in
(1)
This page was built for publication: Robust and efficient subsampling algorithms for massive data logistic regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579821)
