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Parallel computing in linear mixed models

Author

Listed:
  • Fulya Gokalp Yavuz

    (Purdue University
    Middle East Technical University)

  • Barret Schloerke

    (Purdue University)

Abstract

In this study, we propose a parallel programming method for linear mixed models (LMM) generated from big data. A commonly used algorithm, expectation maximization (EM), is preferred for its use of maximum likelihood estimations, as the estimations are stable and simple. However, EM has a high computation cost. In our proposed method, we use a divide and recombine to split the data into smaller subsets, running the algorithm steps in parallel on multiple local cores and combining the results. The proposed method is used to fit LMM with dense and sparse parameters and for large number of observations. It is faster than the classical approach and generalizes for big data. Supplementary sources for the proposed method are available in the R package lmmpar.

Suggested Citation

  • Fulya Gokalp Yavuz & Barret Schloerke, 2020. "Parallel computing in linear mixed models," Computational Statistics, Springer, vol. 35(3), pages 1273-1289, September.
    • Handle: RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-019-00950-7
    DOI: 10.1007/s00180-019-00950-7
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    References listed on IDEAS

    as
    1. Kane, Michael & Emerson, John W. & Weston, Stephen, 2013. "Scalable Strategies for Computing with Massive Data," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 55(i14).
    2. Fulya Gokalp Yavuz & Olcay Arslan, 2018. "Linear mixed model with Laplace distribution (LLMM)," Statistical Papers, Springer, vol. 59(1), pages 271-289, March.
    3. Wickham, Hadley, 2011. "The Split-Apply-Combine Strategy for Data Analysis," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 40(i01).
    Full references (including those not matched with items on IDEAS)

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