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In today's modern era of Big data, computationally efficient and scalable methods are needed to support timely insights and informed decision making. One such method is sub-sampling, where a subset of the Big data is analysed and used as…

Methodology · Statistics 2022-09-07 Amalan Mahendran , Helen Thompson , James M. McGree

The wild bootstrap is a popular resampling method in the context of time-to-event data analyses. Previous works established the large sample properties of it for applications to different estimators and test statistics. It can be used to…

Methodology · Statistics 2023-10-27 Marina T. Dietrich , Dennis Dobler , Mathisca C. M. de Gunst

To improve accuracy and speed of regressions and classifications, we present a data-based prediction method, Random Bits Regression (RBR). This method first generates a large number of random binary intermediate/derived features based on…

Machine Learning · Statistics 2016-11-04 Yi Wang , Yi Li , Momiao Xiong , Li Jin

Resampling methods such as the bootstrap have proven invaluable in the field of machine learning. However, the applicability of traditional bootstrap methods is limited when dealing with large streams of dependent data, such as time series…

Machine Learning · Statistics 2024-02-28 Nicolai Palm , Thomas Nagler

In non-linear estimations, it is common to assess sampling uncertainty by bootstrap inference. For complex models, this can be computationally intensive. This paper combines optimization with resampling: turning stochastic optimization into…

Econometrics · Economics 2022-05-09 Jean-Jacques Forneron

Modern statistical analysis often encounters datasets with large sizes. For these datasets, conventional estimation methods can hardly be used immediately because practitioners often suffer from limited computational resources. In most…

Methodology · Statistics 2023-04-14 Shuyuan Wu , Xuening Zhu , Hansheng Wang

We propose a novel and robust online function-on-scalar regression technique via geometric median to learn associations between functional responses and scalar covariates based on massive or streaming datasets. The online estimation…

Methodology · Statistics 2024-05-24 Guanghui Cheng , Wenjuan Hu , Ruitao Lin , Chen Wang

Accurate statistical inference in logistic regression models remains a critical challenge when the ratio between the number of parameters and sample size is not negligible. This is because approximations based on either classical asymptotic…

Methodology · Statistics 2022-08-19 Qian Zhao , Emmanuel J. Candes

Informatics and technological advancements have triggered generation of huge volume of data with varied complexity in its management and analysis. Big Data analytics is the practice of revealing hidden aspects of such data and making…

Databases · Computer Science 2018-03-30 Bikram Karmakar , Indranil Mukhopadhyay

Several new methods have been proposed for performing valid inference after model selection. An older method is sampling splitting: use part of the data for model selection and part for inference. In this paper we revisit sample splitting…

Statistics Theory · Mathematics 2018-04-04 Alessandro Rinaldo , Larry Wasserman , Max G'Sell , Jing Lei

The IBOSS approach proposed by Wang et al. (2019) selects the most informative subset of n points. It assumes that the ordinary least squares method is used and requires that the number of variables, p, is not large. However, in many…

Methodology · Statistics 2024-01-23 Xin Wang , Min Yang , William Li

This paper considers distributed statistical inference for general symmetric statistics %that encompasses the U-statistics and the M-estimators in the context of massive data where the data can be stored at multiple platforms in different…

Statistics Theory · Mathematics 2018-05-30 Song Xi Chen , Liuhua Peng

Massive data analysis becomes increasingly prevalent, subsampling methods like BLB (Bag of Little Bootstraps) serves as powerful tools for assessing the quality of estimators for massive data. However, the performance of the subsampling…

Methodology · Statistics 2022-01-14 Yingying Ma , Hansheng Wang

In recent years there has been significant progress in algorithms and methods for inducing Bayesian networks from data. However, in complex data analysis problems, we need to go beyond being satisfied with inducing networks with high…

Machine Learning · Computer Science 2013-01-30 Nir Friedman , Moises Goldszmidt , Abraham Wyner

We develop and implement a novel fast bootstrap for dependent data. Our scheme is based on the i.i.d. resampling of the smoothed moment indicators. We characterize the class of parametric and semi-parametric estimation problems for which…

Methodology · Statistics 2022-01-19 Davide La Vecchia , Alban Moor , Olivier Scaillet

The bootstrap is a method for estimating the distribution of an estimator or test statistic by re-sampling the data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap…

Econometrics · Economics 2018-09-12 Joel L. Horowitz

The latent class model is a powerful unsupervised clustering algorithm for categorical data. Many statistics exist to test the fit of the latent class model. However, traditional methods to evaluate those fit statistics are not always…

Methodology · Statistics 2018-01-30 Geert H. van Kollenburg , Joris Mulder , Jeroen K. Vermunt

With the rapid development of data collection and aggregation technologies in many scientific disciplines, it is becoming increasingly ubiquitous to conduct large-scale or online regression to analyze real-world data and unveil real-world…

Methodology · Statistics 2021-03-22 Jinfeng Xu , Zhiliang Ying , Na Zhao

This paper investigates the theoretical underpinnings of two fundamental statistical inference problems, the construction of confidence sets and large-scale simultaneous hypothesis testing, in the presence of heavy-tailed data. With…

Statistics Theory · Mathematics 2019-03-19 Xi Chen , Wen-Xin Zhou

Extraordinary amounts of data are being produced in many branches of science. Proven statistical methods are no longer applicable with extraordinary large data sets due to computational limitations. A critical step in big data analysis is…

Methodology · Statistics 2019-06-27 HaiYing Wang , Min Yang , John Stufken