Information-Based Optimal Subdata Selection for Big Data Linear Regression
大数据线性回归中基于信息的最优子数据选择
Extraordinary amounts of data are being produced in many branches of science. Proven statistical methods are no longer applicable with extraordinary large datasets due to computational limitations. A critical step in big data analysis is data reduction. Existing investigations in the context of linear regression focus on subsampling-based methods. However, not only is this approach prone to sampling errors, it also leads to a covariance matrix of the estimators that is…