Data science, big data and statistics
DOI10.1007/s11749-019-00651-9zbMath1428.62021OpenAlexW2935794055MaRDI QIDQ2273155
Publication date: 18 September 2019
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-019-00651-9
time seriesmachine learningnetwork analysisstatistical learningmultivariate datasparse model selection
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Foundations and philosophical topics in statistics (62A01) Learning and adaptive systems in artificial intelligence (68T05) Statistical aspects of big data and data science (62R07)
Related Items (2)
Uses Software
Cites Work
- Stable signal recovery from incomplete and inaccurate measurements
- Robust Estimation of a Location Parameter
- Nearest neighbor pattern classification
- A Bayesian approach to some outlier problems
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Inference in an Authorship Problem
- Gene hunting with hidden Markov model knockoffs
- Multifold Predictive Validation in ARMAX Time Series Models
- The Generalized Dynamic Factor Model
- Variable Selection for Model-Based Clustering
- Outlier Detection in Multivariate Time Series by Projection Pursuit
- Compressed sensing
- A new look at the statistical model identification
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
- Regularized estimation in sparse high-dimensional time series models
- Fast Algorithms for Large-Scale Generalized Distance Weighted Discrimination
- Sparse inverse covariance estimation with the graphical lasso
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Gaussian graphical model estimation with false discovery rate control
- A partial overview of the theory of statistics with functional data
- Monge-Kantorovich depth, quantiles, ranks and signs
- Statistics for high-dimensional data. Methods, theory and applications.
- Heterogeneous connection effects
- Optimal rates of convergence for sparse covariance matrix estimation
- Local linear quantile estimation for nonstationary time series
- Controlling the false discovery rate via knockoffs
- Sparse principal component analysis via regularized low rank matrix approximation
- Approximation of conditional densities by smooth mixtures of regressions
- A survey of cross-validation procedures for model selection
- Statistical analysis of network data. Methods and models
- Image compression by sparse PCA coding in curvelet domain
- Estimating the dimension of a model
- Trimmed \(k\)-means: An attempt to robustify quantizers
- On the optimality of the simple Bayesian classifier under zero-one loss
- Statistical modeling: The two cultures. (With comments and a rejoinder).
- Model-based clustering of high-dimensional data: a review
- Data learning from big data
- Statistics for big data: a perspective
- Journeys in big data statistics
- Handbook of big data analytics
- Modelling the role of variables in model-based cluster analysis
- Robust distances for outlier-free goodness-of-fit testing
- Support-vector networks
- Network vector autoregression
- Clustering time series by linear dependency
- Data science vs. statistics: two cultures?
- Model selection via multifold cross validation
- Forecasting with nonstationary dynamic factor models
- Regularized estimation of large covariance matrices
- Functional data analysis.
- High-dimensional graphs and variable selection with the Lasso
- Finite mixture and Markov switching models.
- A Course in Time Series Analysis
- Direct estimation of differential networks
- Finding an Unknown Number of Multivariate Outliers
- Gaussian Process Regression Analysis for Functional Data
- Robust principal component analysis?
- Selection of Variables for Cluster Analysis and Classification Rules
- A Constrainedℓ1Minimization Approach to Sparse Precision Matrix Estimation
- Adaptive Thresholding for Sparse Covariance Matrix Estimation
- 10.1162/15324430260185646
- Computer Age Statistical Inference
- Extended Bayesian information criteria for model selection with large model spaces
- Nonparametric Estimation from Incomplete Observations
- The Grand Tour: A Tool for Viewing Multidimensional Data
- Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
- Statistical challenges of high-dimensional data
- The most-cited statistical papers
- Identifying a Simplifying Structure in Time Series
- Signal Detection in Underwater Sound Using Wavelets
- Finding Groups in Data
- The Predictive Sample Reuse Method with Applications
- Model-Based Gaussian and Non-Gaussian Clustering
- Local Harmonic Estimation in Musical Sound Signals
- Cluster Identification Using Projections
- Forecasting Using Principal Components From a Large Number of Predictors
- Outlier Detection and False Discovery Rates for Whole-Genome DNA Matching
- An Introduction to Envelopes
- Robust Statistics
- Introduction to Functional Data Analysis
- Discovering the False Discovery Rate
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Nonlinear Time Series Analysis
- Nearest‐neighbors medians clustering
- Forecasting Multiple Time Series With One-Sided Dynamic Principal Components
- Handbook of Big Data
- Fast unfolding of communities in large networks
- On the Concept of Depth for Functional Data
- A Framework for Feature Selection in Clustering
- Testing differential networks with applications to the detection of gene-gene interactions
- Linear Model Selection by Cross-Validation
- Geometric Representation of High Dimension, Low Sample Size Data
- Bayesian Compressed Regression
- For most large underdetermined systems of linear equations the minimal 𝓁1‐norm solution is also the sparsest solution
- Determining the Number of Factors in Approximate Factor Models
This page was built for publication: Data science, big data and statistics