Abstract:
In the background of massive data,it is difficult to meet the analysis requirements for traditional one-node based algorithm.This paper considers a distributed Bayesian estimation method to solve the GEV based general linear regression model by running a separate Monte Carlo algorithm on each machine.The method is applied to regression analysis of binary response variables based on generalized extreme value model.The results show that the proposed distributed Bayesian regression algorithm is much faster than the traditional algorithm in the simulated data sets studying.