中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 数学与系统科学研究院
  3. 中国科学院数学与系统科学研究院
  4. 应用数学研究所
Optimal subsample selection for massive logistic regression with distributed data

文献类型：期刊论文

作者Zuo, Lulu1; Zhang, Haixiang1; Wang, HaiYing2; Sun, Liuquan3
刊名COMPUTATIONAL STATISTICS
出版日期2021-02-27
页码28
关键词Allocation size Big data Distributed and massive data Subsample estimator Subsampling probabilities
ISSN号0943-4062
DOI10.1007/s00180-021-01089-0
英文摘要With the emergence of big data, it is increasingly common that the data are distributed. i.e., the data are stored at many distributed sites (machines or nodes) owing to data collection or business operations, etc. We propose a distributed subsampling procedure in such a setting to efficiently approximate the maximum likelihood estimator for the logistic regression. We establish the consistency and asymptotic normality of the subsample estimator given the full data. The optimal subsampling probabilities and optimal allocation sizes are explicitly obtained. We develop a two-step algorithm to approximate the optimal subsampling procedure. Numerical simulations and an application to airline data are presented to evaluate the performance of our subsampling method.
资助项目National Science Foundation (NSF), USA grant[DMS-1812013] ; National Natural Science Foundation of China[11771431] ; National Natural Science Foundation of China[11690015] ; National Natural Science Foundation of China[11926341] ; Key Laboratory of RCSDS, CAS[2008DP173182]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000622671900002
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/58236]  
专题应用数学研究所
通讯作者Zhang, Haixiang
作者单位1.Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China
2.Univ Connecticut, Dept Stat, Mansfield, CT 06269 USA
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Zuo, Lulu,Zhang, Haixiang,Wang, HaiYing,et al. Optimal subsample selection for massive logistic regression with distributed data[J]. COMPUTATIONAL STATISTICS,2021:28.
APA Zuo, Lulu,Zhang, Haixiang,Wang, HaiYing,&Sun, Liuquan.(2021).Optimal subsample selection for massive logistic regression with distributed data.COMPUTATIONAL STATISTICS,28.
MLA Zuo, Lulu,et al."Optimal subsample selection for massive logistic regression with distributed data".COMPUTATIONAL STATISTICS (2021):28.

入库方式： OAI收割

来源：数学与系统科学研究院

浏览0
下载0
收藏0
其他版本

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。