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Online decision making aims to learn the optimal decision rule by making personalized decisions and updating the decision rule recursively. It has become easier than before with the help of big data, but new challenges also come along.…

机器学习 · 统计学 2020-10-16 Haoyu Chen , Wenbin Lu , Rui Song

In large-scale applications including medical imaging, collocation differential equation solvers, and estimation with differential privacy, the underlying linear inverse problem can be reformulated as a streaming problem. In theory, the…

数值分析 · 数学 2024-01-31 Nathaniel Pritchard , Vivak Patel

Extracting latent low-dimensional structure from high-dimensional data is of paramount importance in timely inference tasks encountered with `Big Data' analytics. However, increasingly noisy, heterogeneous, and incomplete datasets as well…

机器学习 · 统计学 2015-06-19 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

In this paper we develop an online statistical inference approach for high-dimensional generalized linear models with streaming data for real-time estimation and inference. We propose an online debiased lasso (ODL) method to accommodate the…

统计理论 · 数学 2021-08-11 Lan Luo , Ruijian Han , Yuanyuan Lin , Jian Huang

Sparse regression has been a popular approach to perform variable selection and enhance the prediction accuracy and interpretability of the resulting statistical model. Existing approaches focus on offline regularized regression, while the…

机器学习 · 统计学 2023-01-03 Shuoguang Yang , Yuhao Yan , Xiuneng Zhu , Qiang Sun

In this paper, we address the problem of conducting statistical inference in settings involving large-scale data that may be high-dimensional and contaminated by outliers. The high volume and dimensionality of the data require distributed…

机器学习 · 统计学 2022-11-30 Emadaldin Mozafari-Majd , Visa Koivunen

Assessing sampling uncertainty in extremum estimation can be challenging when the asymptotic variance is not analytically tractable. Bootstrap inference offers a feasible solution but can be computationally costly especially when the model…

计量经济学 · 经济学 2020-09-15 Jean-Jacques Forneron , Serena Ng

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…

统计方法学 · 统计学 2023-03-23 Lan Luo , Jingshen Wang , Emily C. Hector

In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…

统计方法学 · 统计学 2025-03-10 Polina Arsenteva , Mohamed Amine Benadjaoud , Hervé Cardot

In the flourishing live streaming industry, accurate recognition of streamers' emotions has become a critical research focus, with profound implications for audience engagement and content optimization. However, precise emotion coding…

统计方法学 · 统计学 2024-08-20 Ziqian Lin , Danyang Huang , Ziyu Xiong , Hansheng Wang

We investigate asymptotic inference in a linear regression model where both response and regressors are functions, using an estimator based on functional principal components analysis. Although this approach is widely used in functional…

统计方法学 · 统计学 2026-03-16 Hyemin Yeon

This article provides convergence analysis of online stochastic gradient descent algorithms for functional linear models. Adopting the characterizations of the slope function regularity, the kernel space capacity, and the capacity of the…

机器学习 · 统计学 2022-09-27 Xin Guo , Zheng-Chu Guo , Lei Shi

Functional data analysis has attracted considerable interest and is facing new challenges, one of which is the increasingly available data in a streaming manner. In this article we develop an online nonparametric method to dynamically…

统计方法学 · 统计学 2021-11-05 Ying Yang , Fang Yao

To investigate a dilemma of statistical and computational efficiency faced by long-run variance estimators, we propose a decomposition of kernel weights in a quadratic form and some online inference principles. These proposals allow us to…

统计方法学 · 统计学 2024-09-10 Man Fung Leung , Kin Wai Chan

Constrained stochastic nonlinear optimization problems have attracted significant attention for their ability to model complex real-world scenarios in physics, economics, and biology. As datasets continue to grow, online inference methods…

机器学习 · 统计学 2025-05-27 Xinchen Du , Wanrong Zhu , Wei Biao Wu , Sen Na

Modern technological advances have expanded the scope of applications requiring analysis of large-scale datastreams that comprise multiple indefinitely long time series. There is an acute need for statistical methodologies that perform…

统计方法学 · 统计学 2021-11-03 Jingshen Wang , Lilun Du , Changliang Zou , Zhenke Wu

One of the challenges in deploying a machine learning model is that the model's performance degrades as the operating environment changes. To maintain the performance, streaming active learning is used, in which the model is retrained by…

机器学习 · 计算机科学 2023-12-18 Shota Horiguchi , Kota Dohi , Yohei Kawaguchi

Data collection at a massive scale is becoming ubiquitous in a wide variety of settings, from vast offline databases to streaming real-time information. Learning algorithms deployed in such contexts must rely on single-pass inference, where…

统计方法学 · 统计学 2012-01-27 Christoforos Anagnostopoulos , Robert B. Gramacy

In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…

统计理论 · 数学 2018-01-04 Andrea Ghiglietti , Francesca Ieva , Anna Maria Paganoni , Giacomo Aletti

Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is…

统计方法学 · 统计学 2021-12-23 Neda Mohammadi , Victor M. Panaretos