On the Subbagging Estimation for Massive Data

 0 Người đánh giá. Xếp hạng trung bình 0

Tác giả: Xian Li, Xuan Liang, Hansheng Wang, Tao Zou

Ngôn ngữ: eng

Ký hiệu phân loại: 005.746 Data compression

Thông tin xuất bản: 2021

Mô tả vật lý:

Bộ sưu tập: Báo, Tạp chí

ID: 166410

This article introduces subbagging (subsample aggregating) estimation approaches for big data analysis with memory constraints of computers. Specifically, for the whole dataset with size $N$, $m_N$ subsamples are randomly drawn, and each subsample with a subsample size $k_N\ll N$ to meet the memory constraint is sampled uniformly without replacement. Aggregating the estimators of $m_N$ subsamples can lead to subbagging estimation. To analyze the theoretical properties of the subbagging estimator, we adapt the incomplete $U$-statistics theory with an infinite order kernel to allow overlapping drawn subsamples in the sampling procedure. Utilizing this novel theoretical framework, we demonstrate that via a proper hyperparameter selection of $k_N$ and $m_N$, the subbagging estimator can achieve $\sqrt{N}$-consistency and asymptotic normality under the condition $(k_Nm_N)/N\to \alpha \in (0,\infty]$. Compared to the full sample estimator, we theoretically show that the $\sqrt{N}$-consistent subbagging estimator has an inflation rate of $1/\alpha$ in its asymptotic variance. Simulation experiments are presented to demonstrate the finite sample performances. An American airline dataset is analyzed to illustrate that the subbagging estimate is numerically close to the full sample estimate, and can be computationally fast under the memory constraint.
Tạo bộ sưu tập với mã QR

THƯ VIỆN - TRƯỜNG ĐẠI HỌC CÔNG NGHỆ TP.HCM

ĐT: (028) 36225755 | Email: tt.thuvien@hutech.edu.vn

Copyright @2024 THƯ VIỆN HUTECH