Optimal subsampling for large-scale quantile regression
Mingyao Ai, Fei Wang, Jun Yu, Huiming Zhang
Topics & Concepts
MathematicsEstimatorQuantileQuantile regressionPoisson samplingScale (ratio)Poisson distributionAsymptotic distributionApplied mathematicsConstraint (computer-aided design)Variance (accounting)StatisticsMathematical optimizationDelta methodImportance samplingMonte Carlo methodSlice samplingBusinessQuantum mechanicsAccountingPhysicsGeometryStatistical Methods and InferenceBayesian Methods and Mixture ModelsMachine Learning and Algorithms