Departmental Colloquia: Stanislav Volgushev

STANISLAV VOLGUSHEV 

 

Department of Mathematical & Computational Sciences
University of Toronto Mississauga

 

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. We provide a detailed analysis of such a splitting approach to quantile regression and discuss potential applications, including the analysis of panel data models.

 

 

 

Friday, 10/20/2017, BLOC 113, 11:30 AM