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学术报告:大数据分析中的分布式抽样技术
2020年10月05日  

题目:大数据分析中的分布式抽样技术


报告人:艾明要,北京大学数学科学学院统计学教研室主任、教授、博士生导师。


时间地点:2020年10月6日15时,教科A-826


摘要:Nonuniform subsampling methods are effective to reduce computational burden and maintain estimation efficiency for massive data. Existing methods mostly focus on subsampling with replacement due to its high computational efficiency. If the data volume is so large that nonuniform subsampling probabilities cannot be calculated all at once, then subsampling with replacement is infeasible to implement. This paper solves this problem using Poisson subsampling. We first derive optimal Poisson subsampling probabilities in the context of quasi-likelihood estimation under the A- and L-optimality criteria. For a practically implementable algorithm with approximated optimal subsampling probabilities, we establish the consistency and asymptotic normality of the resultant estimators. To deal with the situation that the full data are stored in different blocks or at multiple locations, we develop a distributed subsampling framework, in which statistics are computed simultaneously on smaller partitions of the full data. Asymptotic properties of the resultant aggregated estimator are investigated. We illustrate and evaluate the proposed strategies through numerical experiments on simulated and real data sets.


请2020级专硕提前10分钟到场,其他年级、专业学生有兴趣也欢迎聆听。

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