Big Data

Major Topics:

• Subsampling Methods: Design optimal subsampling strategies and Deriving the asymptotic distribution of a general subsampling estimator for Gaussian and Non-Gaussian Data under both Frequentist and Bayesian framework
• Online Updating: Updating Estimator for Streaming Data

Selective Publications:

• Most Likely Optimal Subsampled Markov Chain Monte Carlo with HaiYing Wang
• Online Updating of Information Based Model Selection in the Big Data Setting with Y. Xue