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Distributed learning for kernel mode–based regression 基于核模式回归的分布式学习
The Canadian Journal of Statistics Pub Date : 2024-09-03 DOI: 10.1002/cjs.11831
Tao Wang
{"title":"Distributed learning for kernel mode–based regression","authors":"Tao Wang","doi":"10.1002/cjs.11831","DOIUrl":"https://doi.org/10.1002/cjs.11831","url":null,"abstract":"We propose a parametric kernel mode–based regression built on the mode value, which provides robust and efficient estimators for datasets containing outliers or heavy‐tailed distributions. To address the challenges posed by massive datasets, we integrate this regression method with distributed statistical learning techniques, which greatly reduces the required amount of primary memory and simultaneously accommodates heterogeneity in the estimation process. By approximating the local kernel objective function with a least squares format, we are able to preserve compact statistics for each worker machine, facilitating the reconstruction of estimates for the entire dataset with minimal asymptotic approximation error. Additionally, we explore shrinkage estimation through local quadratic approximation, showcasing that the resulting estimator possesses the oracle property through an adaptive LASSO approach. The finite‐sample performance of the developed method is illustrated using simulations and real data analysis.","PeriodicalId":501595,"journal":{"name":"The Canadian Journal of Statistics","volume":"53 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142225251","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Efficient semiparametric estimation in two‐sample comparison via semisupervised learning 通过半监督学习进行双样本比较中的高效半参数估计
The Canadian Journal of Statistics Pub Date : 2024-09-03 DOI: 10.1002/cjs.11813
Tao Tan, Shuyi Zhang, Yong Zhou
{"title":"Efficient semiparametric estimation in two‐sample comparison via semisupervised learning","authors":"Tao Tan, Shuyi Zhang, Yong Zhou","doi":"10.1002/cjs.11813","DOIUrl":"https://doi.org/10.1002/cjs.11813","url":null,"abstract":"We develop a general semisupervised framework for statistical inference in the two‐sample comparison setting. Although the supervised Mann–Whitney statistic outperforms many estimators in the two‐sample problem for nonnormally distributed responses, it is excessively inefficient because it ignores large amounts of unlabelled information. To borrow strength from unlabelled data, we propose a class of efficient and adaptive estimators that use two‐step semiparametric imputation. The probabilistic index model is adopted primarily to achieve dimension reduction for multivariate covariates, and a follow‐up reweighting step balances the contributions of labelled and unlabelled data. The asymptotic properties of our estimator are derived with variance comparison through a phase diagram. Efficiency theory shows our estimators achieve the semiparametric variance lower bound if the probabilistic index model is correctly specified, and are more efficient than their supervised counterpart when the model is not degenerate. The asymptotic variance is estimated through a two‐step perturbation resampling procedure. To gauge the finite sample performance, we conducted extensive simulation studies which verify the adaptive nature of our methods with respect to model misspecification. To illustrate the merits of our proposed method, we analyze a dataset concerning homelessness in Los Angeles.","PeriodicalId":501595,"journal":{"name":"The Canadian Journal of Statistics","volume":"101 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-09-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142198225","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Fast and scalable inference for spatial extreme value models 快速、可扩展的空间极值模型推理
The Canadian Journal of Statistics Pub Date : 2024-08-22 DOI: 10.1002/cjs.11829
Meixi Chen, Reza Ramezan, Martin Lysy
{"title":"Fast and scalable inference for spatial extreme value models","authors":"Meixi Chen, Reza Ramezan, Martin Lysy","doi":"10.1002/cjs.11829","DOIUrl":"https://doi.org/10.1002/cjs.11829","url":null,"abstract":"The generalized extreme value (GEV) distribution is a popular model for analyzing and forecasting extreme weather data. To increase prediction accuracy, spatial information is often pooled via a latent Gaussian process (GP) on the GEV parameters. Inference for GEV‐GP models is typically carried out using Markov Chain Monte Carlo (MCMC) methods, or using approximate inference methods such as the integrated nested Laplace approximation (INLA). However, MCMC becomes prohibitively slow as the number of spatial locations increases, whereas INLA is applicable in practice only to a limited subset of GEV‐GP models. In this article, we revisit the original Laplace approximation for fitting spatial GEV models. In combination with a popular sparsity‐inducing spatial covariance approximation technique, we show through simulations that our approach accurately estimates the Bayesian predictive distribution of extreme weather events, is scalable to several thousand spatial locations, and is several orders of magnitude faster than MCMC. A case study in forecasting extreme snowfall across Canada is presented.","PeriodicalId":501595,"journal":{"name":"The Canadian Journal of Statistics","volume":"74 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142198228","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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