Unweighted estimation based on optimal sample under measurement constraints

doi:10.1002/cjs.11753

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	Unweighted estimation based on optimal sample under measurement constraints
	Wang, Jing 1,2,3; Wang, HaiYing 3; Xiong, Shifeng 1
	2022-12-23
发表期刊	CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
ISSN	0319-5724
页码	19
摘要	To tackle massive data, subsampling is a practical approach to select the more informative data points. However, when responses are expensive to measure, developing efficient subsampling schemes is challenging, and an optimal sampling approach under measurement constraints was developed to meet this challenge. This method uses the inverses of optimal sampling probabilities to reweight the objective function, which assigns smaller weights to the more important data points. Thus, the estimation efficiency of the resulting estimator can be improved. In this paper, we propose an unweighted estimating procedure based on optimal subsamples to obtain a more efficient estimator. We obtain the unconditional asymptotic distribution of the estimator via martingale techniques without conditioning on the pilot estimate, which has been less investigated in the existing subsampling literature. Both asymptotic results and numerical results show that the unweighted estimator is more efficient in parameter estimation.
关键词	Generalized linear models massive data martingale central limit theorem
DOI	10.1002/cjs.11753
收录类别	SCI
语种	英语
资助项目	US NSF ; National Science Foundation of China ; [CCF-2105571] ; [12171462]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000901559700001
出版者	WILEY
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/60480
专题	中国科学院数学与系统科学研究院
通讯作者	Wang, HaiYing
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, NCMIS, KLSC, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 3.Univ Connecticut, Dept Stat, Storrs, CT 06269 USA
推荐引用方式 GB/T 7714	Wang, Jing,Wang, HaiYing,Xiong, Shifeng. Unweighted estimation based on optimal sample under measurement constraints[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,2022:19.
APA	Wang, Jing,Wang, HaiYing,&Xiong, Shifeng.(2022).Unweighted estimation based on optimal sample under measurement constraints.CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE,19.
MLA	Wang, Jing,et al."Unweighted estimation based on optimal sample under measurement constraints".CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE (2022):19.