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先导抽样与一步更新的分布式分位数回归札记AI 解读

Quantile regression is a method of fundamental importance. How to efficiently conduct quantile regression for a large dataset on a distributed system is of great importance. We show that the popularly used one-shot estimation is statistically inefficient if data are not randomly distributed across different workers. To fix the problem, a novel one-step estimation method is developed with the following nice properties. First, the algorithm is communication efficient. That is…

大规模社会网络的多元空间自回归模型AI 解读

The rapid growth of social network platforms generates a large amount of social network data, where multivariate responses are frequently collected from users. To statistically model such type of data, the multivariate spatial autoregressive (MSAR) model is studied. To estimate the model, the quasi maximum likelihood estimator (QMLE) is obtained under certain technical conditions. However, it is found that the computational cost of QMLE is expensive. To fix this problem, a…

网络向量自回归AI 解读

We consider here a large-scale social network with a continuous response observed for each node at equally spaced time points. The responses from different nodes constitute an ultra-high dimensional vector, whose time series dynamic is to be investigated. In addition, the network structure is also taken into consideration, for which we propose a network vector autoregressive (NAR) model. The NAR model assumes each node’s response at a given time point as a linear combination…