Distributed Quantile Regression for Large Scale Applications
主讲人: Xingdong Feng

School of Statistics and Management, Shanghai University of Finance and Economics

Homepage: http://ssm.shufe.edu.cn/Home/Index/teacher?id=68

主持人: Wei Zhong

Recently, large scale datasets appear frequently due to the development of techniques. Distributed computation has attracted attentions from statistician. Since quantile regression has been an effective alternative to the classic mean regression in many fields. However, computationally efficient quantile regression estimates for large scale datasets are less developed. In this paper, we consider an efficient ADMM estimate that could be implemented in a distributed manner, which can deal with large scale datasets. 

时间: 2017-03-22(Wednesday)16:40-18:00
地点: N302, Econ Building
主办单位: SOE&WISE
类型: 厦门大学高级计量经济学与统计学系列讲座