Distributed subsampling for multiplicative regression
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Publication:6606960
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Cites work
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- A Note on Distributed Quantile Regression by Pilot Sampling and One-Step Updating
- A distributed one-step estimator
- A relative error-based approach for variable selection
- Asymptotic Statistics
- Asymptotic Theory of Rejective Sampling with Varying Probabilities from a Finite Population
- Communication-Efficient Accurate Statistical Estimation
- Communication-efficient algorithms for statistical optimization
- Communication-efficient distributed statistical inference
- Communication-efficient sparse regression
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Distributed statistical estimation and rates of convergence in normal approximation
- Distributed statistical optimization for non-randomly stored big data with application to penalized learning
- Estimation and empirical likelihood for single-index multiplicative models
- Extended Bayesian information criteria for model selection with large model spaces
- Fast approximation of matrix coherence and statistical leverage
- Faster least squares approximation
- General relative error criterion and M-estimation
- Information-Based Optimal Subdata Selection for Big Data Linear Regression
- Least absolute relative error estimation
- Least product relative error estimation
- Least-Square Approximation for a Distributed System
- Local least absolute relative error estimating approach for partially linear multiplicative model
- Nonconcave penalized likelihood with a diverging number of parameters.
- On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
- On the Linear Convergence of the ADMM in Decentralized Consensus Optimization
- On the adaptive elastic net with a diverging number of parameters
- On the asymptotics of constrained \(M\)-estimation
- On the optimality of averaging in distributed statistical learning
- 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 large-scale quantile regression
- Optimal subsampling for least absolute relative error estimators with massive data
- Optimal subsampling for quantile regression in big data
- Optimum experimental designs, with SAS
- Regularized estimation for the least absolute relative error models with a diverging number of covariates
- Shrinkage tuning parameter selection with a diverging number of parameters
- Some results on the convergence of conditional distributions
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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