Related papers: Optimal Subsampling Approaches for Large Sample Li…
Data rebalancing techniques, including oversampling and undersampling, are a common approach to addressing the challenges of imbalanced data. To tackle unresolved problems related to both oversampling and undersampling, we propose a new…
Subsampling is a widely used and effective approach for addressing the computational challenges posed by massive datasets. Substantial progress has been made in developing non-uniform, probability-based subsampling schemes that prioritize…
In this paper we discuss the variable selection method from \ell0-norm constrained regression, which is equivalent to the problem of finding the best subset of a fixed size. Our study focuses on two aspects, consistency and computation. We…
For optimization on large-scale data, exactly calculating its solution may be computationally difficulty because of the large size of the data. In this paper we consider subsampled optimization for fast approximating the exact solution. In…
We investigate the feature compression of high-dimensional ridge regression using the optimal subsampling technique. Specifically, based on the basic framework of random sampling algorithm on feature for ridge regression and the A-optimal…
Subsampling is an effective approach to alleviate the computational burden associated with large-scale datasets. Nevertheless, existing subsampling estimators incur a substantial loss in estimation efficiency compared to estimators based on…
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…
Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…
Inference for high-dimensional logistic regression models using penalized methods has been a challenging research problem. As an illustration, a major difficulty is the significant bias of the Lasso estimator, which limits its direct…
In the time of Big Data, training complex models on large-scale data sets is challenging, making it appealing to reduce data volume for saving computation resources by subsampling. Most previous works in subsampling are weighted methods…
In this paper, we apply shrinkage strategies to estimate regression coefficients efficiently for the high-dimensional multiple regression model, where the number of samples is smaller than the number of predictors. We assume in the sparse…
Network datasets appear across a wide range of scientific fields, including biology, physics, and the social sciences. To enable data-driven discoveries from these networks, statistical inference techniques like estimation and hypothesis…
Subsampling algorithms are a natural approach to reduce data size before fitting models on massive datasets. In recent years, several works have proposed methods for subsampling rows from a data matrix while maintaining relevant information…
For classification problems with significant class imbalance, subsampling can reduce computational costs at the price of inflated variance in estimating model parameters. We propose a method for subsampling efficiently for logistic…
Subsampling methods have been recently proposed to speed up least squares estimation in large scale settings. However, these algorithms are typically not robust to outliers or corruptions in the observed covariates. The concept of influence…
In complex survey data, each sampled observation has assigned a sampling weight, indicating the number of units that it represents in the population. Whether sampling weights should or not be considered in the estimation process of model…
In the field of big data analytics, the search for efficient subdata selection methods that enable robust statistical inferences with minimal computational resources is of high importance. A procedure prior to subdata selection could…
This article introduces a subbagging (subsample aggregating) approach for variable selection in regression within the context of big data. The proposed subbagging approach not only ensures that variable selection is scalable given the…
The aim of this paper is to present a new estimation procedure that can be applied in many statistical frameworks including density and regression and which leads to both robust and optimal (or nearly optimal) estimators. In density…
Suppose an $n \times d$ design matrix in a linear regression problem is given, but the response for each point is hidden unless explicitly requested. The goal is to sample only a small number $k \ll n$ of the responses, and then produce a…