相关论文: Online Sequential Leveraging Sampling Method for S…

The Internet of Things (IoT) system generates massive high-speed temporally correlated streaming data and is often connected with online inference tasks under computational or energy constraints. Online analysis of these streaming time…

Efficient learning from streaming data is important for modern data analysis due to the continuous and rapid evolution of data streams. Despite significant advancements in stream pattern mining, challenges persist, particularly in managing…

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…

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…

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…

Recognizing subtle historical patterns is central to modeling and forecasting problems in time series analysis. Here we introduce and develop a new approach to quantify deviations in the underlying hidden generators of observed data…

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…

We apply methods from randomized numerical linear algebra (RandNLA) to develop improved algorithms for the analysis of large-scale time series data. We first develop a new fast algorithm to estimate the leverage scores of an autoregressive…

Recommender systems have played an increasingly important role in providing users with tailored suggestions based on their preferences. However, the conventional offline recommender systems cannot handle the ubiquitous data stream well. To…

We introduce a streaming framework for analyzing stochastic approximation/optimization problems. This streaming framework is analogous to solving optimization problems using time-varying mini-batches that arrive sequentially. We provide…

We propose an online debiased lasso (ODL) method for statistical inference in high-dimensional linear models with streaming data. The proposed ODL consists of an efficient computational algorithm for streaming data and approximately normal…

With the rapid development of data collection and aggregation technologies in many scientific disciplines, it is becoming increasingly ubiquitous to conduct large-scale or online regression to analyze real-world data and unveil real-world…

The dramatic growth of big datasets presents a new challenge to data storage and analysis. Data reduction, or subsampling, that extracts useful information from datasets is a crucial step in big data analysis. We propose an orthogonal…

We study anomaly detection and introduce an algorithm that processes variable length, irregularly sampled sequences or sequences with missing values. Our algorithm is fully unsupervised, however, can be readily extended to supervised or…

Efficiently selecting an appropriate spike stream data length to extract precise information is the key to the spike vision tasks. To address this issue, we propose a dynamic timing representation for spike streams. Based on multi-layers…

This paper addresses stochastic optimization in a streaming setting with time-dependent and biased gradient estimates. We analyze several first-order methods, including Stochastic Gradient Descent (SGD), mini-batch SGD, and time-varying…

Stratified random sampling (SRS) is a fundamental sampling technique that provides accurate estimates for aggregate queries using a small size sample, and has been used widely for approximate query processing. A key question in SRS is how…

This paper introduces Memory-limited Online Subspace Estimation Scheme (MOSES) for both estimating the principal components of streaming data and reducing its dimension. More specifically, in various applications such as sensor networks,…

We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in…

HTTP-based video streaming technologies allow for flexible rate selection strategies that account for time-varying network conditions. Such rate changes may adversely affect the user's Quality of Experience; hence online prediction of the…