Home

Distributed Statistical Inference for Massive Data
2018-11-28 10:58:01

This project considers distributed statistical inference for general symmetric statistics in the context of massive data where the data can be stored at multiple platforms in different lo- cations. In order to facilitate effective computation and to avoid expensive communication among different platforms, we formulate distributed statistics which can be conducted over smaller data blocks. The statistical properties of the distributed statistics are investigated in terms of the mean square error of estimation and asymptotic distributions with respect to the number of data blocks. In addition, we propose two distributed bootstrap algorithms which are computationally effective and are able to capture the underlying distribution of the distributed statistics. Numerical simulation and real data applications of the proposed approaches are provided to demonstrate the empirical performance.