Skip directly to content

Minimize RSR Award Detail

Research Spending & Results

Award Detail

Awardee:REGENTS OF THE UNIVERSITY OF MICHIGAN
Doing Business As Name:Regents of the University of Michigan - Ann Arbor
PD/PI:
  • Kean Ming Tan
  • (765) 337-7703
  • keanming@umich.edu
Award Date:06/14/2021
Estimated Total Award Amount: $ 174,759
Funds Obligated to Date: $ 174,759
  • FY 2021=$174,759
Start Date:07/01/2021
End Date:06/30/2024
Transaction Type:Grant
Agency:NSF
Awarding Agency Code:4900
Funding Agency Code:4900
CFDA Number:47.049
Primary Program Source:040100 NSF RESEARCH & RELATED ACTIVIT
Award Title or Description:Collaborative Research: Inference and Decentralized Computing for Quantile Regression and Other Non-Smooth Methods
Federal Award ID Number:2113346
DUNS ID:073133571
Parent DUNS ID:073133571
Program:STATISTICS
Program Officer:
  • Huixia Wang
  • (703) 292-2279
  • huiwang@nsf.gov

Awardee Location

Street:3003 South State St. Room 1062
City:Ann Arbor
State:MI
ZIP:48109-1274
County:Ann Arbor
Country:US
Awardee Cong. District:12

Primary Place of Performance

Organization Name:Regents of the University of Michigan - Ann Arbor
Street:
City:
State:MI
ZIP:48109-1274
County:Ann Arbor
Country:US
Cong. District:12

Abstract at Time of Award

Recent years have witnessed the transition of statistical analysis from a small- or moderate-scale data environment to a world involving massive data on parallel and distributed computing platforms. However, such a transition poses significant statistical and computational challenges for many important methods with non-smooth loss functions. As a representative example, quantile regression methods are building blocks for many advanced methods in statistics and econometrics and are frequently used to model financial data and medical data. The computational inflexibility makes quantile regression less favorable among various branches of the statistical learning tool kit. The project aims to develop a unified framework for large-scale learning with non-smooth loss functions to address the aforementioned problems. The developed methods will be applied to analyze complex biomedical data subject to censoring or privacy protocol and large-scale public health data. Both graduate and undergraduate students will receive training through research involvement in the project, ranging from developing new methods and theory to open-source software under different platforms. The principal investigators will use a combination of tools from statistics, optimization, and probability to develop a unified convolution smoothing framework and establish rigorous theoretical and algorithmic foundations for a class of statistical methods with non-differentiable loss, typified by quantile regression and support vector machine. The former is indispensable for understanding pathways of dependence and heterogeneous effects irretrievable through standard conditional mean regression analysis. However, most existing computational methods for quantile regression are based on generic algorithms, which are not scalable in large-scale machine learning applications when the number of variables is large. Convolution smoothing admits fast calibrated gradient-based algorithms without compromising the estimates' quality, therefore offering a balanced trade-off between statistical accuracy and computational precision. It also extends the applicability of quantile regression, from low to high dimensions, fully to partially observed samples, and linear to nonlinear structures, in modern big data analytics. The first part of the project will focus on three statistical problems: (a) high-dimensional sparse quantile regression, (b) large-scale censored quantile regression, and (c) robust regression with redescending M-estimation. The second part of the research focuses on developing efficient decentralized algorithms for methods with non-smooth loss functions under two modern data types: (i) parallel and distributed data, and (ii) online streaming data. This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

For specific questions or comments about this information including the NSF Project Outcomes Report, contact us.