Related papers: Real-Time Regression Analysis of Streaming Cluster…
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…
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…
Streaming data often exhibit heterogeneity due to heteroscedastic variances or inhomogeneous covariate effects. Online renewable quantile and expectile regression methods provide valuable tools for detecting such heteroscedasticity by…
We are interested in renewable estimations and algorithms for nonparametric models with streaming data. In our method, the nonparametric function of interest is expressed through a functional depending on a weight function and a conditional…
Streaming anomaly detection refers to the problem of detecting anomalous data samples in streams of data. This problem poses challenges that classical and deep anomaly detection methods are not designed to cope with, such as conceptual…
Reinforcement learning algorithms have been widely used for decision-making tasks in various domains. However, the performance of these algorithms can be impacted by high variance and instability, particularly in environments with noise or…
We propose a distributed quadratic inference function framework to jointly estimate regression parameters from multiple potentially heterogeneous data sources with correlated vector outcomes. The primary goal of this joint integrative…
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…
When an agent acquires new information, ideally it would immediately be capable of using that information to understand its environment. This is not possible using conventional deep neural networks, which suffer from catastrophic forgetting…
Traditional static functional data analysis is facing new challenges due to streaming data, where data constantly flow in. A major challenge is that storing such an ever-increasing amount of data in memory is nearly impossible. In addition,…
We present statistical methods for big data arising from online analytical processing, where large amounts of data arrive in streams and require fast analysis without storage/access to the historical data. In particular, we develop…
Federated learning has emerged as an essential paradigm for distributed multi-source data analysis under privacy concerns. Most existing federated learning methods focus on the ``static" datasets. However, in many real-world applications,…
We present an online algorithm for reconstructing a signal from a set of non-uniform samples. By representing the signal using compactly supported basis functions, we show how estimating the expansion coefficients using least-squares can be…
Hansen (1982) proposed a class of "generalized method of moments" (GMMs) for estimating a vector of regression parameters from a set of score functions. Hansen established that, under certain regularity conditions, the estimator based on…
In the streaming data setting, where data arrive continuously or in frequent batches and there is no pre-determined amount of total data, Bayesian models can employ recursive updates, incorporating each new batch of data into the model…
Learning with streaming data has attracted much attention during the past few years. Though most studies consider data stream with fixed features, in real practice the features may be evolvable. For example, features of data gathered by…
Marginal model is a popular instrument for studying longitudinal data and cluster data. This paper investigates the estimator of marginal model with subgroup auxiliary information. To marginal model, we propose a new type of auxiliary…
Quantile regression is an effective technique to quantify uncertainty, fit challenging underlying distributions, and often provide full probabilistic predictions through joint learnings over multiple quantile levels. A common drawback of…
We develop a framework for efficient streaming reconstructions of turbulent velocity fluctuations from limited sensor measurements with the goal of enabling real-time applications. The reconstruction process is simplified by computing…
One of the significant problems of streaming data classification is the occurrence of concept drift, consisting of the change of probabilistic characteristics of the classification task. This phenomenon destabilizes the performance of the…