Optimal subsample selection for massive logistic regression with distributed data

doi:10.1007/s00180-021-01089-0

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	Optimal subsample selection for massive logistic regression with distributed data
	Zuo, Lulu 1; Zhang, Haixiang 1; Wang, HaiYing 2; Sun, Liuquan3
	2021-02-27
发表期刊	COMPUTATIONAL STATISTICS
ISSN	0943-4062
页码	28
摘要	With the emergence of big data, it is increasingly common that the data are distributed. i.e., the data are stored at many distributed sites (machines or nodes) owing to data collection or business operations, etc. We propose a distributed subsampling procedure in such a setting to efficiently approximate the maximum likelihood estimator for the logistic regression. We establish the consistency and asymptotic normality of the subsample estimator given the full data. The optimal subsampling probabilities and optimal allocation sizes are explicitly obtained. We develop a two-step algorithm to approximate the optimal subsampling procedure. Numerical simulations and an application to airline data are presented to evaluate the performance of our subsampling method.
关键词	Allocation size Big data Distributed and massive data Subsample estimator Subsampling probabilities
DOI	10.1007/s00180-021-01089-0
收录类别	SCI
语种	英语
资助项目	National Science Foundation (NSF), USA grant[DMS-1812013] ; National Natural Science Foundation of China[11771431] ; National Natural Science Foundation of China[11690015] ; National Natural Science Foundation of China[11926341] ; Key Laboratory of RCSDS, CAS[2008DP173182]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000622671900002
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/58237
专题	应用数学研究所
通讯作者	Zhang, Haixiang
作者单位	1.Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China 2.Univ Connecticut, Dept Stat, Mansfield, CT 06269 USA 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Zuo, Lulu,Zhang, Haixiang,Wang, HaiYing,et al. Optimal subsample selection for massive logistic regression with distributed data[J]. COMPUTATIONAL STATISTICS,2021:28.
APA	Zuo, Lulu,Zhang, Haixiang,Wang, HaiYing,&Sun, Liuquan.(2021).Optimal subsample selection for massive logistic regression with distributed data.COMPUTATIONAL STATISTICS,28.
MLA	Zuo, Lulu,et al."Optimal subsample selection for massive logistic regression with distributed data".COMPUTATIONAL STATISTICS (2021):28.