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In many problems in machine learning and operations research, we need to optimize a function whose input is a random variable or a probability density function, i.e. to solve optimization problems in an infinite dimensional space. On the…

Machine Learning · Computer Science 2019-02-11 Changbo Zhu , Huan Xu

The functional linear regression model is a common tool to determine the relationship between a scalar outcome and a functional predictor seen as a function of time. This paper focuses on the Bayesian estimation of the support of the…

Methodology · Statistics 2017-01-09 Paul-Marie Grollemund , Christophe Abraham , Meïli Baragatti , Pierre Pudlo

Considering the increasing size of available data, the need for statistical methods that control the finite sample bias is growing. This is mainly due to the frequent settings where the number of variables is large and allowed to increase…

Statistics Theory · Mathematics 2018-10-12 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

Due to the demand for tackling the problem of streaming data with high dimensional covariates, we propose an online sparse sliced inverse regression (OSSIR) method for online sufficient dimension reduction. The existing online sufficient…

Computation · Statistics 2021-07-05 Haoyang Cheng , Wenquan Cui , Xu Jianjun

In this paper, we develop a new sequential regression modeling approach for data streams. Data streams are commonly found around us, e.g in a retail enterprise sales data is continuously collected every day. A demand forecasting model is an…

Machine Learning · Statistics 2017-01-11 Chitta Ranjan , Samaneh Ebrahimi , Kamran Paynabar

The rapid growth of data in velocity, volume, value, variety, and veracity has enabled exciting new opportunities and presented big challenges for businesses of all types. Recently, there has been considerable interest in developing systems…

Systems and Control · Electrical Eng. & Systems 2019-07-23 Shihao Ge , Haruna Isah , Farhana Zulkernine , Shahzad Khan

We propose nonparametric methods for functional linear regression which are designed for sparse longitudinal data, where both the predictor and response are functions of a covariate such as time. Predictor and response processes have smooth…

Statistics Theory · Mathematics 2016-08-16 Fang Yao , Hans-Georg Müller , Jane-Ling Wang

We initiate the study of numerical linear algebra in the sliding window model, where only the most recent $W$ updates in a stream form the underlying data set. We first introduce a unified row-sampling based framework that gives randomized…

Data Structures and Algorithms · Computer Science 2023-04-12 Vladimir Braverman , Petros Drineas , Cameron Musco , Christopher Musco , Jalaj Upadhyay , David P. Woodruff , Samson Zhou

We investigate the problem of statistical inference for logistic regression with high-dimensional covariates in settings where dependence among individuals is induced by an underlying Markov random field. Going beyond the pairwise…

Statistics Theory · Mathematics 2026-03-23 Josh Miles , Sohom Bhattacharya

A bootstrap procedure for constructing prediction bands for a stationary functional time series is proposed. The procedure exploits a general vector autoregressive representation of the time-reversed series of Fourier coefficients appearing…

Statistics Theory · Mathematics 2023-07-17 Efstathios Paparoditis , Han Lin Shang

Intelligent real-world systems critically depend on expressive information about their system state and changing operation conditions, e.g., due to variation in temperature, location, wear, or aging. To provide this information, online…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Jan-Hendrik Ewering , Björn Volkmann , Simon F. G. Ehlers , Thomas Seel , Michael Meindl

Network models are applied in numerous domains where data can be represented as a system of interactions among pairs of actors. While both statistical and mechanistic network models are increasingly capable of capturing various dependencies…

Methodology · Statistics 2018-07-02 Sixing Chen , Jukka-Pekka Onnela

Attaining prototypical features to represent class distributions is well established in representation learning. However, learning prototypes online from streaming data proves a challenging endeavor as they rapidly become outdated, caused…

Computer Vision and Pattern Recognition · Computer Science 2021-10-20 Matthias De Lange , Tinne Tuytelaars

Online dimension reduction is a common method for high-dimensional streaming data processing. Online principal component analysis, online sliced inverse regression, online kernel principal component analysis and other methods have been…

Computation · Statistics 2023-01-24 Wenquan Cui , Yue Zhao , Jianjun Xu , Haoyang Cheng

Traditional statistical estimation, or statistical inference in general, is static, in the sense that the estimate of the quantity of interest does not change the future evolution of the quantity. In some sequential estimation problems…

Machine Learning · Computer Science 2021-12-01 Aolin Xu

The exponential growth of data storage demands has necessitated the evolution of hierarchical storage management strategies [1]. This study explores the application of streaming machine learning [3] to revolutionize data prefetching within…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-30 Chiyu Cheng , Chang Zhou , Yang Zhao , Jin Cao

The presence of data corruption in user-generated streaming data, such as social media, motivates a new fundamental problem that learns reliable regression coefficient when features are not accessible entirely at one time. Until now,…

Machine Learning · Computer Science 2019-02-06 Xuchao Zhang , Shuo Lei , Liang Zhao , Arnold P. Boedihardjo , Chang-Tien Lu

With weather becoming more extreme both in terms of longer dry periods and more severe rain events, municipal water networks are increasingly under pressure. The effects include damages to the pipes, flash floods on the streets and combined…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-18 Felix Lorenz , Morgan Geldenhuys , Harald Sommer , Frauke Jakobs , Carsten Lüring , Volker Skwarek , Ilja Behnke , Lauritz Thamsen

The latent class model is a powerful unsupervised clustering algorithm for categorical data. Many statistics exist to test the fit of the latent class model. However, traditional methods to evaluate those fit statistics are not always…

Methodology · Statistics 2018-01-30 Geert H. van Kollenburg , Joris Mulder , Jeroen K. Vermunt

Motivated by the trend to outsource work to commercial cloud computing services, we consider a variation of the streaming paradigm where a streaming algorithm can be assisted by a powerful helper that can provide annotations to the data…

Data Structures and Algorithms · Computer Science 2015-03-14 Graham Cormode , Michael Mitzenmacher , Justin Thaler