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Creators/Authors contains: "Lee, JooChul"

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  1. ; ; (, Journal of Data Science)
    This paper proposes a nonuniform subsampling method for finite mixtures of regression models to reduce large data computational tasks. A general estimator based on a subsample is investigated, and its asymptotic normality is established. We assign optimal subsampling probabilities to data points that minimize the asymptotic mean squared errors of the general estimator and linearly transformed estimators. Since the proposed probabilities depend on unknown parameters, an implementable algorithm is developed. We first approximate the optimal subsampling probabilities using a pilot sample. After that, we select a subsample using the approximated subsampling probabilities and compute estimates using the subsample. We evaluate the proposed method in a simulation study and present a real data example using appliance energy data. 
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  2. ; ; (, Econometrics and Statistics)
    null (Ed.)
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  3. ; ; (, Computational Statistics & Data Analysis)
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