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Uncertainty quantification for estimation through stochastic optimization solutions in an online setting has gained popularity recently. This paper introduces a novel inference method focused on constructing confidence intervals with…

Machine Learning · Statistics 2026-03-24 Wanrong Zhu , Zhipeng Lou , Ziyang Wei , Wei Biao Wu

We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…

Statistics Theory · Mathematics 2020-11-16 Yi Yu , Oscar Hernan Madrid Padilla , Daren Wang , Alessandro Rinaldo

Mining frequent itemsets through static Databases has been extensively studied and used and is always considered a highly challenging task. For this reason it is interesting to extend it to data streams field. In the streaming case, the…

Databases · Computer Science 2012-06-06 Manel Zarrouk , Med Salah Gouider

This paper introduces score-based sequential Langevin sampling (SSLS), a novel approach to nonlinear data assimilation within a recursive Bayesian filtering framework. The proposed method decomposes the assimilation process into alternating…

Numerical Analysis · Mathematics 2026-04-07 Zhao Ding , Chenguang Duan , Yuling Jiao , Jerry Zhijian Yang , Cheng Yuan , Pingwen Zhang

This paper reviews developments in statistics for spatial point processes obtained within roughly the last decade. These developments include new classes of spatial point process models such as determinantal point processes, models…

Methodology · Statistics 2016-09-06 Jesper Møller , Rasmus Waagepetersen

State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…

Machine Learning · Computer Science 2025-06-16 Aamir Hussain Chughtai

We study the identification and estimation of long-term treatment effects when both experimental and observational data are available. Since the long-term outcome is observed only after a long delay, it is not measured in the experimental…

Methodology · Statistics 2024-09-04 Guido Imbens , Nathan Kallus , Xiaojie Mao , Yuhao Wang

Training of elite athletes requires regular physiological and medical monitoring to plan the schedule, intensity and volume of training, and subsequent recovery. In sports medicine, ECG-based analyses are well established. However, they…

Applications · Statistics 2018-09-27 Marcel Młyńczak , Hubert Krysztofiak

High-dimensional streaming data are becoming increasingly ubiquitous in many fields. They often lie in multiple low-dimensional subspaces, and the manifold structures may change abruptly on the time scale due to pattern shift or occurrence…

Machine Learning · Statistics 2022-04-13 Ruiyu Xu , Jianguo Wu , Xiaowei Yue , Yongxiang Li

We present a new algorithm for clustering longitudinal data. Data of this type can be conceptualized as consisting of individuals and, for each such individual, observations of a time-dependent variable made at various times. Generically,…

Machine Learning · Computer Science 2026-03-17 Marie-Pierre Sylvestre , Laurence Boulanger

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…

Machine Learning · Computer Science 2021-12-21 Michał Woźniak , Paweł Zyblewski , Paweł Ksieniewicz

The new method is proposed to monitor the level of currently accumulated fatigue and estimate it by the several statistical methods. The experimental software application was developed and used to get data from sensors (accelerometer, GPS,…

Computational Engineering, Finance, and Science · Computer Science 2016-05-18 Nikita Gordienko

Causal inference is essential for developing and evaluating medical interventions, yet real-world medical datasets are often difficult to access due to regulatory barriers. This makes synthetic data a potentially valuable asset that enables…

Machine Learning · Computer Science 2025-10-22 Harry Amad , Zhaozhi Qian , Dennis Frauen , Julianna Piskorz , Stefan Feuerriegel , Mihaela van der Schaar

Automated machine learning techniques benefited from tremendous research progress in recently. These developments and the continuous-growing demand for machine learning experts led to the development of numerous AutoML tools. However, these…

Machine Learning · Computer Science 2021-06-15 Alexandru-Ionut Imbrea

Predictive queries over spatiotemporal (ST) stream data pose significant data processing and analysis challenges. ST data streams involve a set of time series whose data distributions may vary in space and time, exhibiting multiple distinct…

Machine Learning · Statistics 2024-10-03 Anderson Chaves , Eduardo Ogasawara , Patrick Valduriez , Fabio Porto

Statistical integration of diverse data sources is an essential step in the building of generalizable prediction tools, especially in precision health. The invariant features model is a new paradigm for multi-source data integration which…

Methodology · Statistics 2025-03-05 Parker Knight , Ndey Isatou Jobe , Rui Duan

We consider the problem of estimating a linear time-invariant (LTI) dynamical system from a single trajectory via streaming algorithms, which is encountered in several applications including reinforcement learning (RL) and time-series…

Machine Learning · Computer Science 2021-12-03 Prateek Jain , Suhas S Kowshik , Dheeraj Nagaraj , Praneeth Netrapalli

Dealing with distribution shifts is one of the central challenges for modern machine learning. One fundamental situation is the covariate shift, where the input distributions of data change from training to testing stages while the…

Machine Learning · Computer Science 2024-05-28 Yu-Jie Zhang , Zhen-Yu Zhang , Peng Zhao , Masashi Sugiyama

In theory, Bayesian nonparametric (BNP) models are well suited to streaming data scenarios due to their ability to adapt model complexity with the observed data. Unfortunately, such benefits have not been fully realized in practice;…

Machine Learning · Statistics 2015-04-22 Alex Tank , Nicholas J. Foti , Emily B. Fox

Change point estimation in its offline version is traditionally performed by optimizing over the data set of interest, by considering each data point as the true location parameter and computing a data fit criterion. Subsequently, the data…

Methodology · Statistics 2020-04-10 Zhiyuan Lu , Moulinath Banerjee , George Michailidis
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