CEASE

Posted on Dec 20, 2019 (Update: Jan 16, 2020)

Tags: Strong Convexity, Divide-and-Conquer, Distributed Learning

This post is based on the Peter Hall Lecture given by Prof. Jianqing Fan at the 11th ICSA International Conference on Dec. 20th, 2019.

First of all, Prof. Fan shared his memory of Peter Hall, from their first meeting to their last collaborated paper, and mentioned the contributions of Peter Hall to Nonparametric Modeling.

Then he illustrated the evolution of Nonparametric ideas as follows:

Now he started his talk, CEASE: Communication-Efficient Accurate Statistical Estimation.

Introduction

Related Literature

• Distributed Estimation and Inference
  • M-estimation:
  • PCA:
  • Nonparametric:
• Distributed Optimization

Distributed Estimation in Large Sample Regimes

Basic idea of proof

Multi-step Estimator and Statistical Analysis

Distributed Estimation in General Regimes: CEASE

Numerical Studies

Conclusion