Sample size determination for multidimensional parameters and the A-optimal subsampling in a big data linear regression model

<p>To efficiently approximate the least squares estimator (LSE) in a Big Data linear regression model using a subsampling approach, optimal sampling distributions were derived by minimizing the trace norm of the covariance matrix of a smooth function of the subsampling LSE. An algorithm was de...

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Bibliographic Details
Main Author: Sheng Zhang (111330) (author)
Other Authors: Fei Tan (628140) (author), Hanxiang Peng (37156) (author)
Published: 2024
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