Relative error-based distributed estimation in growing dimensions

DOI10.1016/J.APM.2024.07.013MaRDI QIDQ7014676zbMATH OpenFDO

Authors Xiaoyan Li, Xiaochao Xia, Zhimin Zhang

Publication date 10 March 2025

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.APM.2024.07.013

zbMATH Keywords

growing dimensionslarge-scale positive response dataleast product relative errormultiplicative models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Computation of special functions and constants, construction of tables (65D20)

Cites work

• A distributed one-step estimator
• A relative error-based approach for variable selection
• Adaptive and reversed penalty for analysis of high-dimensional correlated data
• Asymptotic analysis of high-dimensional LAD regression with Lasso smoother
• Asymptotic Statistics
• Communication-Efficient Accurate Statistical Estimation
• Communication-efficient algorithms for statistical optimization
• Communication-efficient distributed estimation of partially linear additive models for large-scale data
• Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates
• Communication-efficient distributed statistical inference
• Communication-efficient estimation of high-dimensional quantile regression
• Communication-efficient sparse regression
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Estimation and empirical likelihood for single-index multiplicative models
• Extended Bayesian information criteria for model selection with large model spaces
• General relative error criterion and M-estimation
• Heterogeneity-aware and communication-efficient distributed statistical inference
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• 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 adaptive elastic net with a diverging number of parameters
• On the Linear Convergence of the ADMM in Decentralized Consensus Optimization
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
• Regularized estimation for the least absolute relative error models with a diverging number of covariates
• Robust distributed modal regression for massive data
• Shrinkage tuning parameter selection with a diverging number of parameters
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(3)

• Distributed optimization for penalized regression in massive compositional data
• Efficient distributed estimation for expectile regression in increasing dimensions
• A subspace-based identification method for vibrating structures with clearance-type nonlinearities

This page was built for publication: Relative error-based distributed estimation in growing dimensions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7014676)