Unweighted estimation based on optimal sample under measurement constraints
文献类型：期刊论文
| 作者 | Wang, Jing1,2,3; Wang, HaiYing3; Xiong, Shifeng2 |
| 刊名 | CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
 |
| 出版日期 | 2022-12-23 |
| 页码 | 19 |
| 关键词 | Generalized linear models massive data martingale central limit theorem |
| ISSN号 | 0319-5724 |
| DOI | 10.1002/cjs.11753 |
| 英文摘要 | To tackle massive data, subsampling is a practical approach to select the more informative data points. However, when responses are expensive to measure, developing efficient subsampling schemes is challenging, and an optimal sampling approach under measurement constraints was developed to meet this challenge. This method uses the inverses of optimal sampling probabilities to reweight the objective function, which assigns smaller weights to the more important data points. Thus, the estimation efficiency of the resulting estimator can be improved. In this paper, we propose an unweighted estimating procedure based on optimal subsamples to obtain a more efficient estimator. We obtain the unconditional asymptotic distribution of the estimator via martingale techniques without conditioning on the pilot estimate, which has been less investigated in the existing subsampling literature. Both asymptotic results and numerical results show that the unweighted estimator is more efficient in parameter estimation. |
| 资助项目 | US NSF ; National Science Foundation of China ; [CCF-2105571] ; [12171462] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000901559700001 |
| 出版者 | WILEY |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/60479]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Wang, HaiYing |
| 作者单位 | 1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, NCMIS, KLSC, Beijing 100190, Peoples R China 3.Univ Connecticut, Dept Stat, Storrs, CT 06269 USA |
| 推荐引用方式 GB/T 7714 | Wang, Jing,Wang, HaiYing,Xiong, Shifeng. Unweighted estimation based on optimal sample under measurement constraints[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2022:19. |
| APA | Wang, Jing,Wang, HaiYing,&Xiong, Shifeng.(2022).Unweighted estimation based on optimal sample under measurement constraints.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,19. |
| MLA | Wang, Jing,et al."Unweighted estimation based on optimal sample under measurement constraints".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE (2022):19. |
入库方式： OAI收割
来源：数学与系统科学研究院
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