Semi-Parametric Inference with Density Ratio Model Fitted to Distributed Data using Alternating Direction Method of Multipliers

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  • This thesis also develops methodologies for carrying out inference using the semi-parametric DRM in the presence of distributed data. Techniques were developed for carrying out the dual empirical likelihood ratio test, which allows for the testing of composite hypothesis about DRM model parameters. This thesis also develops theories for the estimation of the baseline and marginal distribution functions for each sample alongside providing a method for estimating the quantiles of each distribution function. Applying the ADMM algorithm in the presence of distributed data, we have successfully fit a DRM and carried out inference which arrive to the same statistical conclusions as if the model was fit and inference was carried out using the same data in a non-distributed setting.

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  • Copyright © 2020 the author(s). Theses may be used for non-commercial research, educational, or related academic purposes only. Such uses include personal study, research, scholarship, and teaching. Theses may only be shared by linking to Carleton University Institutional Repository and no part may be used without proper attribution to the author. No part may be used for commercial purposes directly or indirectly via a for-profit platform; no adaptation or derivative works are permitted without consent from the copyright owner.

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  • 2020

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