English
Related papers

Related papers: On the Subbagging Estimation for Massive Data

200 papers

Subsampling is one of the popular methods to balance statistical efficiency and computational efficiency in the big data era. Most approaches aim at selecting informative or representative sample points to achieve good overall information…

Methodology · Statistics 2024-07-10 Haolin Chen , Holger Dette , Jun Yu

We investigate optimal subsampling for quantile regression. We derive the asymptotic distribution of a general subsampling estimator and then derive two versions of optimal subsampling probabilities. One version minimizes the trace of the…

Computation · Statistics 2020-01-29 HaiYing Wang , Yanyuan Ma

For high volume data streams and large data warehouses, sampling is used for efficient approximate answers to aggregate queries over selected subsets. Mathematically, we are dealing with a set of weighted items and want to support queries…

Data Structures and Algorithms · Computer Science 2007-05-23 Mario Szegedy , Mikkel Thorup

Subsampling methods aim to select a subsample as a surrogate for the observed sample. Such methods have been used pervasively in large-scale data analytics, active learning, and privacy-preserving analysis in recent decades. Instead of…

Machine Learning · Statistics 2022-06-03 Jingyi Zhang , Cheng Meng , Jun Yu , Mengrui Zhang , Wenxuan Zhong , Ping Ma

We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the…

Information Theory · Computer Science 2016-11-15 Pascal Vallet , Philippe Loubaton , Xavier Mestre

Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the…

Machine Learning · Statistics 2017-09-07 Daniel Ting , Eric Brochu

The bootstrap is a popular and powerful method for assessing precision of estimators and inferential methods. However, for massive datasets which are increasingly prevalent, the bootstrap becomes prohibitively costly in computation and its…

Methodology · Statistics 2015-08-06 Srijan Sengupta , Stanislav Volgushev , Xiaofeng Shao

In this work, we investigate Batch Normalization technique and propose its probabilistic interpretation. We propose a probabilistic model and show that Batch Normalization maximazes the lower bound of its marginalized log-likelihood. Then,…

Machine Learning · Statistics 2018-03-22 Andrei Atanov , Arsenii Ashukha , Dmitry Molchanov , Kirill Neklyudov , Dmitry Vetrov

The maximum likelihood estimation is computationally demanding for large datasets, particularly when the likelihood function includes integrals. Subsampling can reduce the computational burden, but it often results in efficiency loss.This…

Methodology · Statistics 2026-04-27 Miaomiao Su , Qihua Wang , Ruoyu Wang

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

The divide and conquer method is a common strategy for handling massive data. In this article, we study the divide and conquer method for cubic-rate estimators under the massive data framework. We develop a general theory for establishing…

Statistics Theory · Mathematics 2017-04-06 Chengchun Shi , Wenbin Lu , Rui Song

Subsampling techniques can reduce the computational costs of processing big data. Practical subsampling plans typically involve initial uniform sampling and refined sampling. With a subsample, big data inferences are generally built on the…

Methodology · Statistics 2022-09-13 Yan Fan , Yang Liu , Yukun Liu , Jing Qin

As of 2005, sampling has been incorporated in all major database systems. While efficient sampling techniques are realizable, determining the accuracy of an estimate obtained from the sample is still an unresolved problem. In this paper, we…

Databases · Computer Science 2013-07-02 Supriya Nirkhiwale , Alin Dobra , Chris Jermaine

We introduce a probability distribution, combined with an efficient sampling algorithm, for weights and biases of fully-connected neural networks. In a supervised learning context, no iterative optimization or gradient computations of…

Machine Learning · Computer Science 2023-11-14 Erik Lien Bolager , Iryna Burak , Chinmay Datar , Qing Sun , Felix Dietrich

A major challenge for building statistical models in the big data era is that the available data volume far exceeds the computational capability. A common approach for solving this problem is to employ a subsampled dataset that can be…

Computation · Statistics 2018-09-14 Lei Han , Kean Ming Tan , Ting Yang , Tong Zhang

Datasets that are terabytes in size are increasingly common, but computer bottlenecks often frustrate a complete analysis of the data. While more data are better than less, diminishing returns suggest that we may not need terabytes of data…

Econometrics · Economics 2020-05-01 Sokbae Lee , Serena Ng

Datasets with sheer volume have been generated from fields including computer vision, medical imageology, and astronomy whose large-scale and high-dimensional properties hamper the implementation of classical statistical models. To tackle…

Statistics Theory · Mathematics 2023-05-30 Hang Yu , Zhenxing Dou , Zhiwei Chen , Xiaomeng Yan

In the big data era researchers face a series of problems. Even standard approaches/methodologies, like linear regression, can be difficult or problematic with huge volumes of data. Traditional approaches for regression in big datasets may…

Methodology · Statistics 2024-11-13 Vasilis Chasiotis , Dimitris Karlis

Large-sample data became prevalent as data acquisition became cheaper and easier. While a large sample size has theoretical advantages for many statistical methods, it presents computational challenges. Sketching, or compression, is a…

Machine Learning · Statistics 2020-05-11 Alexander F. Lapanowski , Irina Gaynanova

We present some new density estimation algorithms obtained by bootstrap aggregation like Bagging. Our algorithms are analyzed and empirically compared to other methods found in the statistical literature, like stacking and boosting for…

Methodology · Statistics 2012-07-23 Mathias Bourel , Badih Ghattas