Optimal Subsampling for Large Sample Logistic Regression

@article{Wang2017OptimalSF,
  title={Optimal Subsampling for Large Sample Logistic Regression},
  author={Haiying Wang and Rong Zhu and Ping Ma},
  journal={Journal of the American Statistical Association},
  year={2017},
  volume={113},
  pages={829 - 844}
}
ABSTRACT For massive data, the family of subsampling algorithms is popular to downsize the data volume and reduce computational burden. Existing studies focus on approximating the ordinary least-square estimate in linear regression, where statistical leverage scores are often used to define subsampling probabilities. In this article, we propose fast subsampling algorithms to efficiently approximate the maximum likelihood estimate in logistic regression. We first establish consistency and… 

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