STA 290 Seminar Series
Tuesday, May 17th, 4:10pm, MSB 1147 (Colloquium Room)
Refreshments at 3:30pm in MSB 4110 (Statistics Lounge)
Speaker: Stanislav Volgushev (Department of Statistical Science, Cornell University)
Title: “Distributed computing for quantile regression: a statistical analysis”
Abstract: With emergence of new data collection and storage technologies, it has become easy to accumulate extremely large data sets. At the same time, statistical analysis of such data poses serious computational challenges. One common approach to handling the resulting computational burden relies on splitting the complete data set into smaller subsamples and performing computation on each of the subsamples. While such an approach is easy to implement, the theoretical properties of resulting procedures remain largely unclear. In this talk, we provide a detailed analysis of such a splitting approach to quantile regression and discuss potential applications.