Corpus ID: 88520746

Optimal Subsampling Approaches for Large Sample Linear Regression

@article{Zhu2015OptimalSA,
  title={Optimal Subsampling Approaches for Large Sample Linear Regression},
  author={Rong Zhu and Ping Ma and Michael W. Mahoney and Bin Yu},
  journal={arXiv: Methodology},
  year={2015}
}
A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample from the original full sample and uses it as a surrogate for subsequent computation and estimation. In this paper, we study subsampling methods under two scenarios: approximating the full sample ordinary least-square (OLS) estimator and estimating the… Expand
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References

Faster least squares approximation