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Inference for streaming time-series is tightly coupled with the problem of Bayesian on-line state and parameter inference. In this paper we will introduce Dynamic Generalised Linear Models, the class of models often chosen to model…

Computation · Statistics 2016-09-01 Rui Vieira , Darren J. Wilkinson

Nowadays, every device connected to the Internet generates an ever-growing stream of data (formally, unbounded). Machine Learning on unbounded data streams is a grand challenge due to its resource constraints. In fact, standard machine…

Machine Learning · Computer Science 2019-11-19 Alessio Bernardo , Emanuele Della Valle , Albert Bifet

This paper considers a class of real-time stochastic optimization problems dependent on an unknown probability distribution. In the considered scenario, data is streaming frequently while trying to reach a decision. Thus, we aim to devise a…

Optimization and Control · Mathematics 2020-09-08 Dan Li , Sonia Martinez

Contemporary applications, such as recommendation systems and mobile health monitoring, require real-time processing and analysis of sequentially arriving high-dimensional tensor data. Traditional offline learning, involving the storage and…

Machine Learning · Statistics 2026-02-16 Xin Wen , Will Wei Sun , Yichen Zhang

Previous researches have demonstrated that the framework of dictionary learning with sparse coding, in which signals are decomposed as linear combinations of a few atoms of a learned dictionary, is well adept to reconstruction issues. This…

Computer Vision and Pattern Recognition · Computer Science 2012-03-06 Shu Kong , Donghui Wang

Modern longitudinal data, for example from wearable devices, measures biological signals on a fixed set of participants at a diverging number of time points. Traditional statistical methods are not equipped to handle the computational…

Methodology · Statistics 2023-03-23 Lan Luo , Jingshen Wang , Emily C. Hector

In the research field of big data, one of important issues is how to recover the sequentially changing sets of true features when the data sets arrive sequentially. The paper presents a general framework for online updating variable…

Methodology · Statistics 2021-01-22 Xiaoyu Ma , Lu Lin , Yujie Gai

Large Language Models (LLMs) have a natural role in answering complex queries about data streams, but the high computational cost of LLM inference makes them infeasible in many such tasks. We propose online cascade learning, the first…

Machine Learning · Computer Science 2024-06-19 Lunyiu Nie , Zhimin Ding , Erdong Hu , Christopher Jermaine , Swarat Chaudhuri

Online learning updates models incrementally with new data, avoiding large storage requirements and costly model recalculations. In this paper, we introduce "OLR-WA; OnLine Regression with Weighted Average", a novel and versatile…

Machine Learning · Computer Science 2025-12-18 Mohammad Abu-Shaira , Alejandro Rodriguez , Greg Speegle , Victor Sheng , Ishfaq Ahmad

When large amounts of data continuously arrive in streams, online updating is an effective way to reduce storage and computational burden. The key idea of online updating is that the previous estimators are sequentially updated only using…

Methodology · Statistics 2022-10-12 Tianzhen Wang , Haixiang Zhang , Liuquan Sun

Large scale, streaming datasets are ubiquitous in modern machine learning. Streaming algorithms must be scalable, amenable to incremental training and robust to the presence of non-stationarity. In this work consider the problem of learning…

Machine Learning · Statistics 2017-12-15 Ricardo Pio Monti , Christoforos Anagnostopoulos , Giovanni Montana

This paper considers a class of real-time decision making problems to minimize the expected value of a function that depends on a random variable $\xi$ under an unknown distribution $\mathbb{P}$. In this process, samples of $\xi$ are…

Optimization and Control · Mathematics 2020-09-08 Dan Li , Sonia Martinez

Multistream classification poses significant challenges due to the necessity for rapid adaptation in dynamic streaming processes with concept drift. Despite the growing research outcomes in this area, there has been a notable oversight…

Machine Learning · Computer Science 2024-01-02 En Yu , Jie Lu , Bin Zhang , Guangquan Zhang

We propose a novel and robust online function-on-scalar regression technique via geometric median to learn associations between functional responses and scalar covariates based on massive or streaming datasets. The online estimation…

Methodology · Statistics 2024-05-24 Guanghui Cheng , Wenjuan Hu , Ruitao Lin , Chen Wang

We propose an online inference method for censored quantile regression with streaming data sets. A key strategy is to approximate the martingale-based unsmooth objective function with a quadratic loss function involving a well-justified…

Statistics Theory · Mathematics 2025-07-22 Yi Deng , Shuwei Li , Liuquan Sun , Baoxue Zhang

Speculative decoding is a pivotal technique to accelerate the inference of large language models (LLMs) by employing a smaller draft model to predict the target model's outputs. However, its efficacy can be limited due to the low predictive…

Artificial Intelligence · Computer Science 2024-06-11 Xiaoxuan Liu , Lanxiang Hu , Peter Bailis , Alvin Cheung , Zhijie Deng , Ion Stoica , Hao Zhang

Decision-focused learning (DFL) is an increasingly popular paradigm for training predictive models whose outputs are used in decision-making tasks. Instead of merely optimizing for predictive accuracy, DFL trains models to directly minimize…

Machine Learning · Computer Science 2026-03-10 Aymeric Capitaine , Maxime Haddouche , Eric Moulines , Michael I. Jordan , Etienne Boursier , Alain Durmus

Big data streams are grasping increasing attention with the development of modern science and information technology. Due to the incompatibility of limited computer memory to high volume of streaming data, real-time methods without…

Methodology · Statistics 2023-06-29 Chunbai Tao , Shanshan Wang

The dramatic growth of big datasets presents a new challenge to data storage and analysis. Data reduction, or subsampling, that extracts useful information from datasets is a crucial step in big data analysis. We propose an orthogonal…

Methodology · Statistics 2021-06-01 Lin Wang , Jake Elmstedt , Weng Kee Wong , Hongquan Xu

Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…

Statistics Theory · Mathematics 2023-11-09 Mufang Ying , Koulik Khamaru , Cun-Hui Zhang