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Online Updating of Statistical Inference in the Big Data Setting Schifano, Elizabeth
Description
We present statistical methods for big data arising from online analytical processing, where large amounts of data arrive in streams and require fast analysis without storage/access to the historical data. In particular, we develop iterative estimating algorithms and statistical inferences for linear models and estimating equations that update as new data arrive. The online updating framework in the linear model setting introduces predictive residuals that can be used to test the goodness-of-fit of the hypothesized model. In simulation studies, our approach compares favorably with competing approaches in terms of timing and accuracy. Joint work with Ming-Hui Chen, Jun Yan, Chun Wang, Jing Wu (Department of Statistics, University of Connecticut)
Item Metadata
Title |
Online Updating of Statistical Inference in the Big Data Setting
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Creator | |
Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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Date Issued |
2014-02-12
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Description |
We present statistical methods for big data arising from online analytical processing, where large amounts of data arrive in streams and require fast analysis without storage/access to the historical data. In particular, we develop iterative estimating algorithms and statistical inferences for linear models and estimating equations that update as new data arrive. The online updating framework in the linear model setting introduces predictive residuals that can be used to test the goodness-of-fit of the hypothesized model. In simulation studies, our approach compares favorably with competing approaches in terms of timing and accuracy. Joint work with Ming-Hui Chen, Jun Yan, Chun Wang, Jing Wu (Department of Statistics, University of Connecticut)
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Extent |
41 minutes
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Subject | |
Type | |
File Format |
video/mp4
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Language |
eng
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Notes |
Author affiliation: University of Connecticut
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Series | |
Date Available |
2014-08-07
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivs 2.5 Canada
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DOI |
10.14288/1.0043891
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URI | |
Affiliation | |
Peer Review Status |
Unreviewed
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Scholarly Level |
Faculty
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Rights URI | |
Aggregated Source Repository |
DSpace
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Item Media
Item Citations and Data
Rights
Attribution-NonCommercial-NoDerivs 2.5 Canada