Scalable SUM-Shrinkage Schemes for Distributed Monitoring Large-Scale Data Streams

来源 :上海交通大学 | 被引量 : 0次 | 上传用户:boymy
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
  In this talk,we investigate the problem of monitoring independent large-scale data streams where an undesired event may occur at some unknown time and affect only a few unknown data streams.
其他文献
We propose a Random Splitting Model Averaging procedure,RSMA,to achieve stable predictions in high-dimensional linear models.
This talk focuses on a method for estimating the smoothness of a stationary,isotropic Gaussian random field from irregularly spaced data.
In this paper we deal with two-person zero-sum stochastic games for discrete time Markov processes.
Motivated by ultrahigh-dimensional biomarkers screening studies,we propose a modelfree screening approach tailored to censored lifetime outcomes.
Let(εj)j≥0 be a sequence of independent p-dimensional random vectors and τ≥ 1 a given integer.From a sample ε1,...,εT+τ of the sequence,the so-called lag- auto-covariance matrix is C τ = T-1∑Tj =1
Modeling and estimation of correlation coefficient is a fundamental step in risk management,especially with the aftermath of the financial crisis in 2008,which challenged the traditional measuring of
We propose a factor model based on transformed factors,and develop an estimation procedure for the proposed models.
In clinical and epidemiological studies,recurrent events can arise when a subject repeatedly experiences the event of interest.
Cyclic structure and dynamics are of great interest in both the fields of stochastic processes and nonequilibrium statistical physics.
In this talk,I will present some results on the potential theory of subordinate killed Brownian motions.