We're sorry but this page doesn't work properly without JavaScript enabled. Please enable it to continue.
Feedback

Distributed Statistical Estimation and Rates of Convergence in Normal Approximation

Formale Metadaten

Titel
Distributed Statistical Estimation and Rates of Convergence in Normal Approximation
Serientitel
Anzahl der Teile
10
Autor
Mitwirkende
Lizenz
CC-Namensnennung - keine kommerzielle Nutzung - keine Bearbeitung 4.0 International:
Sie dürfen das Werk bzw. den Inhalt in unveränderter Form zu jedem legalen und nicht-kommerziellen Zweck nutzen, vervielfältigen, verbreiten und öffentlich zugänglich machen, sofern Sie den Namen des Autors/Rechteinhabers in der von ihm festgelegten Weise nennen.
Identifikatoren
Herausgeber
Erscheinungsjahr
Sprache

Inhaltliche Metadaten

Fachgebiet
Genre
Abstract
In this talk, we will present algorithms for distributed statistical estimation that can take advantage of the divide-and-conquer approach. We show that one of the key benefits attained by an appropriate divide-and-conquer strategy is robustness, an important characteristic of large distributed systems. Moreover, we introduce a class of algorithms that are based on the properties of the spatial median, establish connections between performance of these distributed algorithms and rates of convergence in normal approximation, and provide tight deviations guarantees for resulting estimators in the form of exponential concentration inequalities. Techniques are illustrated with several examples; in particular, we obtain new results for the median-of-means estimator, as well as provide performance guarantees for robust distributed maximum likelihood estimation.