Indiana University-Purdue University Indianapolis (IUPUI) / Subsampling is an important method in the analysis of Big Data. Subsample size determination (SSSD) plays a crucial part in extracting information from data and in breaking the challenges resulted from huge data sizes. In this thesis, (1) Sample size determination (SSD) is investigated in multivariate parameters, and sample size formulas are obtained for multivariate normal distribution. (2) Sample size formulas are obtained based on concentration inequalities. (3) Improved bounds for McDiarmid’s inequalities are obtained. (4) The obtained results are applied to nonuniform subsampling in Big Data high dimensional linear regression. (5) Numerical studies are conducted.
The sample size formula in univariate normal distribution is a melody in elementary statistics. It appears that its generalization to multivariate normal (or more generally multivariate parameters) hasn’t been caught much attention to the best of our knowledge. In this thesis, we introduce a definition for SSD, and obtain explicit formulas for multivariate normal distribution, in gratifying analogy of the sample size formula in univariate normal.
Commonly used concentration inequalities provide exponential rates, and sample sizes based on these inequalities are often loose. Talagrand (1995) provided the missing factor to sharpen these inequalities. We obtained the numeric values of the constants in the missing factor and slightly improved his results. Furthermore, we provided the missing factor in McDiarmid’s inequality. These improved bounds are used to give shrunken sample sizes.
| Identifer | oai:union.ndltd.org:IUPUI/oai:scholarworks.iupui.edu:1805/27394 |
| Date | 12 1900 |
| Creators | Wang, Yu |
| Contributors | Peng, Hanxiang, Li, Fang, Sarkar, Jyoti, Tan, Fei |
| Source Sets | Indiana University-Purdue University Indianapolis |
| Language | en_US |
| Detected Language | English |
| Type | Thesis |
| Rights | Attribution-NonCommercial-NoDerivatives 4.0 International, http://creativecommons.org/licenses/by-nc-nd/4.0/ |
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