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Optimal Subsampling Design for Polynomial Regression in one Covariate

Statistics Theory 2023-02-28 v2 Statistics Theory

Abstract

Improvements in technology lead to increasing availability of large data sets which makes the need for data reduction and informative subsamples ever more important. In this paper we construct D D -optimal subsampling designs for polynomial regression in one covariate for invariant distributions of the covariate. We study quadratic regression more closely for specific distributions. In particular we make statements on the shape of the resulting optimal subsampling designs and the effect of the subsample size on the design. To illustrate the advantage of the optimal subsampling designs we examine the efficiency of uniform random subsampling.

Keywords

Cite

@article{arxiv.2301.03295,
  title  = {Optimal Subsampling Design for Polynomial Regression in one Covariate},
  author = {Torsten Reuter and Rainer Schwabe},
  journal= {arXiv preprint arXiv:2301.03295},
  year   = {2023}
}

Comments

22 pages, 14 figures

R2 v1 2026-06-28T08:07:26.738Z