Subsampled one-step estimation for fast statistical inference
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3123545 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- A model robust subsampling approach for generalised linear models in big data settings
- A statistical perspective on algorithmic leveraging
- Aggregated estimating equation estimation
- Analyzing Big EHR Data—Optimal Cox Regression Subsampling Procedure with Rare Events
- Asymptotic Statistics
- Communication-Efficient Accurate Statistical Estimation
- Communication-efficient algorithms for statistical optimization
- Communication-efficient distributed statistical inference
- Communication-efficient sparse regression
- Fast and asymptotically efficient estimation in the Hawkes processes
- Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise
- Fast calibration of weak Farima models
- Faster least squares approximation
- First-Order Newton-Type Estimator for Distributed Estimation and Inference
- Hybrid multi-step estimators for stochastic differential equations based on sampled data
- Information-Based Optimal Subdata Selection for Big Data Linear Regression
- Leveraging for big data regression
- Local case-control sampling: efficient subsampling in imbalanced data sets
- Local uncertainty sampling for large-scale multiclass logistic regression
- More efficient estimation for logistic regression with optimal subsamples
- On multi-step MLE-process for Markov sequences
- 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 quantile regression in big data
- Optimal subsampling for softmax regression
- Renewable estimation and incremental inference in generalized linear models with streaming data sets
- Sampling algorithms for l₂ regression and applications
- Smoothed quantile regression with large-scale inference
- Statistical inference for streamed longitudinal data
This page was built for publication: Subsampled one-step estimation for fast statistical inference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6898789)
