数学科学研究所
Insitute of Mathematical Science

Applied Mathematics Seminar 9: FUNCTIONAL L-OPTIMALITY SUBSAMPLING FOR MASSIVE DATA

Seminar| Institute of Mathematical Sciences
TimeWednesday, November 23rd, 2022, 10:00-11:00
Location: Online, Tencent Meeting
 
Speaker:  Jinhong You, Shanghai University of Finance and Economics


AbstractMassive data bring the big challenges of memory and computation for analysis. These challenges can be tackled by taking subsamples from the full data as a surrogate. For functional data, it is common to collect multiple measurements over their domains, which require even more memory and computation time when the sample size is large. The computation would be much more intensive when statistical inference is required through bootstrap samples.

Motivated by analyzing two large-scale real functional data sets, we propose an optimal

subsampling method based on the functional L-optimality criterion and further extend the proposed functional L-optimality subsampling (FLoS) method to the functional generalized linear model to cope with the scenario of the response being a discrete or categorical variable. We establish the asymptotic properties of the FLoS estimators. The finite sample performance of our proposed FLoS method is investigated by extensive simulation studies. The FLoS method is further demonstrated by analyzing two large-scale real data sets: global climate data and the kidney transplant data. The analysis results on these data show that the FLoS method is much better than the uniform subsampling approach and can well approximate the results based on the full data while dramatically reducing the computation time and memory.


Tencent Meeting Room Number: 705-533-678Password: 654321

地址:上海市浦东新区华夏中路393号
邮编:201210
上海市徐汇区岳阳路319号8号楼
200031(岳阳路校区)