A Subsampling Method for Regression Problems Based on Minimum Energy Criterion. Issue 2 (3rd April 2023)

• Record Type: Journal Article
• Authors: Dai, Wenlin; Song, Yan; Wang, Dianpeng
• Is Part Of: Technometrics. Volume 65:Issue 2(2023)
• Page Start: 192
• Page End: 205
• Publication Date: 2023-04-03
• Subjects: Basis selection -- Massive data -- Smoothing spline -- Space-filling -- Spatial adaptiveness; Statistical physics -- Periodicals; Chemistry -- Statistical methods -- Periodicals; Engineering -- Statistical methods -- Periodicals; 519.5
• DOI: 10.1080/00401706.2022.2127915
• Languages: English
• ISSNs: 0040-1706

Abstract

Abstract: The extraordinary amounts of data generated nowadays pose heavy demands on computational resources and time, which hinders the implementation of various statistical methods. An efficient and popular strategy of downsizing data volumes and thus alleviating these challenges is subsampling. However, the existing methods either rely on specific assumptions for the underlying models or acquire partial information from the available data. For regression problems, we propose a novel approach, termed adaptive subsampling with the minimum energy criterion (ASMEC). The proposed method requires no explicit model assumptions and "smartly" incorporates information on covariates and responses. ASMEC subsamples possess two desirable properties: space-fillingness and spatial adaptiveness. We investigate the limiting distribution of ASMEC subsamples and their theoretical properties under the smoothing spline regression model. The effectiveness and robustness of the ASMEC approach are also supported by a variety of synthetic examples and two real-life examples.