# A Global Bias-Correction DC Method for Biased Estimation under Memory   Constraint

**Authors:** Lu Lin, Feng Li

arXiv: 1904.07477 · 2019-08-06

## TL;DR

This paper introduces a global bias-correction divide-and-conquer method that produces unbiased, consistent estimators under memory constraints, outperforming classical methods and applicable to various biased estimation problems.

## Contribution

The paper proposes a novel GBC-DC method that corrects bias globally without iterative procedures, achieving unbiasedness and efficiency under memory constraints.

## Key findings

- The GBC-DC estimator is strictly unbiased even with biased local estimators.
- The method achieves root-n consistency without limiting the number of data batches.
- Simulation results show superior bias correction and comparable performance to full data estimation.

## Abstract

This paper establishes a global bias-correction divide-and-conquer (GBC-DC) rule for biased estimation under the case of memory constraint. In order to introduce the new estimation, a closed representation of the local estimators obtained by the data in each batch is adopted, aiming to formulate a pro forma linear regression between the local estimators and the true parameter of interest. Least square method is then used within this framework to composite a global estimator of the parameter. Thus, the main advantage over the classical DC method is that the new GBC-DC method can absorb the information hidden in the statistical structure and the variables in each batch of data. Consequently, the resulting global estimator is strictly unbiased even if the local estimator has a non-negligible bias. Moreover, the global estimator is consistent, and even can achieve root-$n$ consistency, without the constraint on the number of batches. Another attractive feature of the new method is computationally simple and efficient, without use of any iterative algorithm and local bias-correction. Specifically, the proposed GBC-DC method applies to various biased estimations such as shrinkage-type estimation and nonparametric regression estimation. Detailed simulation studies demonstrate that the proposed GBC-DC approach is significantly bias-corrected, and the behavior is comparable with the full data estimation and is much better than the competitors.

## Full text

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## Figures

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Source: https://tomesphere.com/paper/1904.07477