Distributed Quantile Regression for Large Scale Applications -厦门大学经济学院统计学与数据科学系

Distributed Quantile Regression for Large Scale Applications

主讲人:Xingdong Feng
主讲人简介:

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
简介:

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
承办单位:统计系
类型:系列讲座
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