A Split-and-Conquer Approach for Analysis of Extraordinarily Large Data
A Split-and-Conquer Approach for Analysis of Extraordinarily Large Data
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DOI:
10.14288/1.0043878
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发表时间:
2014-02
影响因子:
1.4
通讯作者:
Xueying Chen;Min‐ge Xie
中科院分区:
文献类型:
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作者:
Xueying Chen;Min‐ge Xie
If there are datasets, too large to fit into a single computer or too expen- sive for a computationally intensive data analysis, what should we do? We propose a split-and-conquer approach and illustrate it using several computationally inten- sive penalized regression methods, along with a theoretical support. We show that the split-and-conquer approach can substantially reduce computing time and com- puter memory requirements. The proposed methodology is illustrated numerically using both simulation and data examples.