Optimal decorrelated score subsampling for generalized linear models with massive data

DOI10.1007/s11425-022-2057-8MaRDI QIDQ6151833

Heng Lian, Lei Wang, Junzhuo Gao

Publication date: 12 February 2024

Published in: Science China. Mathematics (Search for Journal in Brave)

zbMATH Keywords

A-optimalityhigh-dimensional inferencemassive dataL-optimalitydecorrelated score subsampling

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Statistical aspects of big data and data science (62R07)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On asymptotically optimal confidence regions and tests for high-dimensional models
• A general theory of hypothesis tests and confidence regions for sparse high dimensional models
• Distributed subdata selection for big data via sampling-based approach
• Some results on the convergence of conditional distributions
• Optimal subsampling for large-scale quantile regression
• Inference in high dimensional linear measurement error models
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
• Test of significance for high-dimensional longitudinal data
• Support union recovery in high-dimensional multivariate regression
• Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
• Oracle Inequalities for a Group Lasso Procedure Applied to Generalized Linear Models in High Dimension
• M Estimation of Multivariate Regressions
• Asymptotic Statistics
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Optimal Subsampling for Large Sample Logistic Regression
• Heterogeneity-aware and communication-efficient distributed statistical inference
• Regularized projection score estimation of treatment effects in high-dimensional quantile regression
• Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection
• Optimal Sampling for Generalized Linear Models Under Measurement Constraints
• Communication-Efficient Distributed Statistical Inference
• Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
• On the Theory of Sampling from Finite Populations
• Optimal subsampling for quantile regression in big data
• Optimal Distributed Subsampling for Maximum Quasi-Likelihood Estimators With Massive Data

This page was built for publication: Optimal decorrelated score subsampling for generalized linear models with massive data