Related papers: Optimal subsampling algorithm for the marginal mod…
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…
An asymptotically optimal sampling-based planner employs sampling to solve robot motion planning problems and returns paths with a cost that converges to the optimal solution cost, as the number of samples approaches infinity. This…
Recent works have proposed optimal subsampling algorithms to improve computational efficiency in large datasets and to design validation studies in the presence of measurement error. Existing approaches generally fall into two categories:…
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…
The dramatic growth of big datasets presents a new challenge to data storage and analysis. Data reduction, or subsampling, that extracts useful information from datasets is a crucial step in big data analysis. We propose an orthogonal…
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…
We study the problem of optimal subset selection from a set of correlated random variables. In particular, we consider the associated combinatorial optimization problem of maximizing the determinant of a symmetric positive definite matrix…
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…
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…
A parameter estimation problem is considered, in which dispersed sensors transmit to the statistician partial information regarding their observations. The sensors observe the paths of continuous semimartingales, whose drifts are linear…
The Cox proportional hazards model is widely used in survival analysis to model time-to-event data. However, it faces significant computational challenges in the era of large-scale data, particularly when dealing with time-dependent…
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…
An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…
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…
Consider a collection of competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to rank highest on a…
Massive data bring the big challenges of memory and computation for analysis. These challenges can be tackled by taking subsamples from the full data as a surrogate. For functional data, it is common to collect multiple measurements over…
Data reduction is a fundamental challenge of modern technology, where classical statistical methods are not applicable because of computational limitations. We consider multiple linear regression for an extraordinarily large number of…
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…
For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…
Modern statistical analyses often encounter datasets with massive sizes and heavy-tailed distributions. For datasets with massive sizes, traditional estimation methods can hardly be used to estimate the extreme value index directly. To…