Distributed Estimation and Inference for Semi-parametric Binary Response Models. (arXiv:2210.08393v2 [math.ST] UPDATED)

The development of modern technology has enabled data collection of
unprecedented size, which poses new challenges to many statistical estimation
and inference problems. This paper studies the maximum score estimator of a
semi-parametric binary choice model under a distributed computing environment
without pre-specifying the noise distribution. An intuitive divide-and-conquer
estimator is computationally expensive and restricted by a non-regular
constraint on the number of machines, due to the highly non-smooth nature of
the objective function. We propose (1) a one-shot divide-and-conquer …

arxiv binary distributed inference math parametric