Optimal subsample selection for massive logistic regression with distributed data

doi:10.1007/s00180-021-01089-0

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 应用数学研究所

	Optimal subsample selection for massive logistic regression with distributed data
	Zuo, Lulu 2; Zhang, Haixiang 2; Wang, HaiYing 1; Sun, Liuquan 3
刊名	COMPUTATIONAL STATISTICS
	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
DOI	10.1007/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
出版者	SPRINGER HEIDELBERG
WOS记录号	WOS:000622671900002
内容类型	期刊论文
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.Univ Connecticut, Dept Stat, Mansfield, CT 06269 USA 2.Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China 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.