A selective review on statistical methods for massive data computation: distributed computing, subsampling, and minibatch techniques

Author:

Li Xuetong1,Gao Yuan1ORCID,Chang Hong1,Huang Danyang2,Ma Yingying3,Pan Rui4,Qi Haobo5,Wang Feifei2,Wu Shuyuan6,Xu Ke7,Zhou Jing2,Zhu Xuening8,Zhu Yingqiu7,Wang Hansheng1

Affiliation:

1. Guanghua School of Management, Peking University, Beijing, People's Republic of China

2. Center for Applied Statistics and School of Statistics, Renmin University of China, Beijing, People's Republic of China

3. School of Economics and Management, Beihang University, Beijing, People's Republic of China

4. School of Statistics and Mathematics, Central University of Finance and Economics, Beijing, People's Republic of China

5. School of Statistics, Beijing Normal University, Beijing, People's Republic of China

6. School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, People's Republic of China

7. School of Statistics, University of International Business and Economics, Beijing, People's Republic of China

8. School of Data Science and MOE Laboratory for National Development and Intelligent Governance, Fudan University, Shanghai, People's Republic of China

Funder

National Natural Science Foundation of China

National Statistical Science Research Project

Fundamental Research Funds for the Central Universities in UIBE

Program for Innovation Research, the disciplinary funding and the Emerging Interdisciplinary Project of Central University of Finance and Economics; and the Postdoctoral Fellowship Program of CPSF

MOE Project of Key Research Institute of Humanities and Social Sciences

Publisher

Informa UK Limited

Reference193 articles.

1. Abadi M. Agarwal A. Barham P. Brevdo E. Chen Z. Citro C. Corrado G. S. Davis A. Dean J. Devin M. Ghemawat S. Goodfellow I. J. Harp A. Irving G. Isard M. Jia Y. Józefowicz R. Kaiser L. Kudlur M. …Zheng X. (2016). TensorFlow: Large-scale machine learning on heterogeneous distributed systems. arXiv: 1603.04467.

2. Second-order stochastic optimization for machine learning in linear time;Agarwal N.;Journal of Machine Learning Research,2017

3. Optimal subsampling algorithms for big data regressions;Ai M.;Statistica Sinica,2021

4. Bayesian quantile regression for ordinal longitudinal data

5. Assran M. & Rabbat M. (2020). On the convergence of Nesterov's accelerated gradient method in stochastic settings. In International Conference on Machine Learning. PMLR.

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