相关论文: Forecasting in the light of Big Data

The central theme of this talk is to promote the non-asymptotic statistical viewpoint in the context of massive datasets. The classical viewpoint breaks down when the data size becomes large.

Big data is one of the most discussed, and possibly least understood, terms in use in business today. Big data is said to offer not only unprecedented levels of business intelligence concerning the habits of consumers and rivals, but also…

Social contexts -- such as families, schools, and neighborhoods -- shape life outcomes. The key question is not simply whether they matter, but rather for whom and under what conditions. Here, we argue that prediction gaps -- differences in…

We argue here about the relevance and the ultimate unity of the Bayesian approach in a neutral and agnostic manner. Our main theme is that Bayesian data analysis is an effective tool for handling complex models, as proven by the increasing…

Accurate forecasts are vital for supporting the decisions of modern companies. Forecasters typically select the most appropriate statistical model for each time series. However, statistical models usually presume some data generation…

We argue that the boldest claims of Big Data are in need of revision and toning-down, in view of a few basic lessons learned from the science of complex systems. We point out that, once the most extravagant claims of Big Data are properly…

Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…

Big Data often presents as massive non-probability samples. Not only is the selection mechanism often unknown, but larger data volume amplifies the relative contribution of selection bias to total error. Existing bias adjustment approaches…

Information discounting plays an important role in the theory of belief functions and, generally, in information fusion. Nevertheless, neither classical uniform discounting nor contextual cannot model certain use cases, notably temporal…

We introduce a novel rule-based approach for handling regression problems. The new methodology carries elements from two frameworks: (i) it provides information about the uncertainty of the parameters of interest using Bayesian inference,…

In this paper we consider some of the issues of working with big data and big spatial data and highlight the need for an open and critical framework. We focus on a set of challenges underlying the collection and analysis of big data. In…

Decision-makers often act in response to data-driven predictions, with the goal of achieving favorable outcomes. In such settings, predictions don't passively forecast the future; instead, predictions actively shape the distribution of…

Widespread use of the Internet and social networks invokes the generation of big data, which is proving to be useful in a number of applications. To deal with explosively growing amounts of data, data analytics has emerged as a critical…

Although both data availability and the demand for accurate forecasts are increasing, collaboration between stakeholders is often constrained by data ownership and competitive interests. In contrast to recent proposals within cooperative…

Conditions ensuring optimal parameter estimation in the presence of missing data are well established in inference, typically relying on the Missing-at-Random (MAR) assumption. In prediction, similar principles are often assumed to apply.…

Data driven algorithm design is an important aspect of modern data science and algorithm design. Rather than using off the shelf algorithms that only have worst case performance guarantees, practitioners often optimize over large families…

Data can be collected in scientific studies via a controlled experiment or passive observation. Big data is often collected in a passive way, e.g. from social media. In studies of causation great efforts are made to guard against bias and…

Recent advances in big/foundation models reveal a promising path for deep learning, where the roadmap steadily moves from big data to big models to (the newly-introduced) big learning. Specifically, the big learning exhaustively exploits…

Social predictions do not passively describe the future; they actively shape it. They inform actions and change individual expectations in ways that influence the likelihood of the predicted outcome. Given these dynamics, to what extent can…

In view of the paradigm shift that makes science ever more data-driven, in this thesis we propose a synthesis method for encoding and managing large-scale deterministic scientific hypotheses as uncertain and probabilistic data. In the form…