华东理工大学学报(自然科学版)2017,Vol.43Issue(4):559-562,4.DOI:10.14135/j.cnki.1006-3080.2017.04.016
一种二元响应变量模型的分布式贝叶斯估计方法
A Distributed Bayesian Regression Method for Binary Response Massive Data
摘要
Abstract
In the background of massive data,it is difficult to meet the analysis requirements for traditional one-node based algorithm.This paper considers a distributed Bayesian estimation method to solve the GEV based general linear regression model by running a separate Monte Carlo algorithm on each machine.The method is applied to regression analysis of binary response variables based on generalized extreme value model.The results show that the proposed distributed Bayesian regression algorithm is much faster than the traditional algorithm in the simulated data sets studying.关键词
海量数据/分布式贝叶斯方法/极值模型Key words
massive data/distributed Bayesian regression/GEV model分类
信息技术与安全科学引用本文复制引用
吴磊,钱夕元..一种二元响应变量模型的分布式贝叶斯估计方法[J].华东理工大学学报(自然科学版),2017,43(4):559-562,4.基金项目
国家高科技研究发展("863")计划(2015AA20107) ("863")
上海市经信委"软件和集成电路产业发展专项资金"(140304) (140304)