Divide‐and‐Conquer Methods for Big Data Analysis

In the context of big data analysis, the divide-and-conquer methodology refers to a multiple-step process: first splitting a data set into several smaller ones; then analyzing each set separately; finally combining results from each analysis together. This approach is effective in handling large data sets that are unsuitable to be analyzed entirely by a single computer due to limits either from memory storage or computational time. The combined results will provide a statistical inference which is similar to the one from analyzing the entire data set. This article reviews some recently developments of divide-and-conquer methods in a variety of settings, including combining based on parametric, semiparametric and nonparametric models, online sequential updating methods, among others. Theoretical development on the efficiency of the divide-and-conquer methods is also discussed.