Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates

DOI10.1016/J.CSDA.2020.107154OpenAlexW3111080575WikidataQ112880909 ScholiaQ112880909MaRDI QIDQ830480FDOQ830480

Authors: N. E. Zubov 

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.06194

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zbMATH Keywords

asymptotic efficiencygeneralized linear modelsdiverging \(p\)large-scale distributed dataone-step MLE

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Sure independence screening in generalized linear models with NP-dimensionality
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• Mathematical Statistics
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• The spectrum of kernel random matrices
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• On parameters of increasing dimensions
• Aggregated estimating equation estimation
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• A distributed one-step estimator
• Just interpolate: kernel ``ridgeless regression can generalize
• Communication-efficient algorithms for statistical optimization
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal subsampling for large sample logistic regression
• Communication-efficient distributed statistical inference

Cited In (8)

• Distributed Bayesian Estimation of Linear Models With Unknown Observation Covariances
• Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data
• Distributing a computationally intensive estimator: the case of exact LMS regression
• Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates
• Communication-efficient distributed statistical inference
• Distributed simultaneous inference in generalized linear models via confidence distribution
• Semi-profiled distributed estimation for high-dimensional partially linear model
• Generalized linear models for massive data via doubly-sketching

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