Data science, big data and statistics
From MaRDI portal
Publication:2273155
machine learningtime seriesnetwork analysisstatistical learningmultivariate datasparse model selection
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical aspects of big data and data science (62R07) Learning and adaptive systems in artificial intelligence (68T05) Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12)
Recommendations
- Data science. Theory, analysis and applications
- Data science. Foundations, statistics and machine learning
- Data science: theory and applications
- Statistical science in the world of big data
- Statistical methods and computing for big data
- Data science and machine learning. Mathematical and statistical methods
- scientific article; zbMATH DE number 1665312
- Big data analytics
- Statistical learning and data science
Cites work
- scientific article; zbMATH DE number 3860199 (Why is no real title available?)
- scientific article; zbMATH DE number 3986503 (Why is no real title available?)
- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
- scientific article; zbMATH DE number 49594 (Why is no real title available?)
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 3553528 (Why is no real title available?)
- scientific article; zbMATH DE number 3637090 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- scientific article; zbMATH DE number 3340881 (Why is no real title available?)
- 10.1162/15324430260185646
- A Bayesian approach to some outlier problems
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A course in time series analysis. Lectures of the ECAS '97, Madrid, Spain, September 15--19, 1997
- A framework for feature selection in clustering
- A new look at the statistical model identification
- A partial overview of the theory of statistics with functional data
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
- A survey of cross-validation procedures for model selection
- Adaptive thresholding for sparse covariance matrix estimation
- An introduction to envelopes. Dimension reduction for efficient estimation in multivariate statistics
- Approximation of conditional densities by smooth mixtures of regressions
- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Bayesian compressed regression
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Cluster Identification Using Projections
- Clustering time series by linear dependency
- Compressed sensing
- Computer age statistical inference. Algorithms, evidence, and data science
- Controlling the false discovery rate via knockoffs
- Data learning from big data
- Data science vs. statistics: two cultures?
- Determining the Number of Factors in Approximate Factor Models
- Direct estimation of differential networks
- Discovering the False Discovery Rate
- Estimating the dimension of a model
- Estimation with quadratic loss.
- Extended Bayesian information criteria for model selection with large model spaces
- Fast Algorithms for Large-Scale Generalized Distance Weighted Discrimination
- Fast unfolding of communities in large networks
- Finding Groups in Data
- Finding an unknown number of multivariate outliers
- Finite mixture and Markov switching models.
- For most large underdetermined systems of linear equations the minimal 𝓁1‐norm solution is also the sparsest solution
- Forecasting Using Principal Components From a Large Number of Predictors
- Forecasting multiple time series with one-sided dynamic principal components
- Forecasting with nonstationary dynamic factor models
- Functional data analysis.
- Gaussian Process Regression Analysis for Functional Data
- Gaussian graphical model estimation with false discovery rate control
- Gene hunting with hidden Markov model knockoffs
- Geometric Representation of High Dimension, Low Sample Size Data
- Handbook of big data
- Handbook of big data analytics
- Heterogeneous connection effects
- High-dimensional graphs and variable selection with the Lasso
- Identifying a Simplifying Structure in Time Series
- Image compression by sparse PCA coding in curvelet domain
- Inference in an Authorship Problem
- Introduction to Functional Data Analysis
- Journeys in big data statistics
- Linear Model Selection by Cross-Validation
- Local Harmonic Estimation in Musical Sound Signals
- Local linear quantile estimation for nonstationary time series
- Model selection via multifold cross validation
- Model-Based Gaussian and Non-Gaussian Clustering
- Model-based clustering of high-dimensional data: a review
- Modelling the role of variables in model-based cluster analysis
- Monge-Kantorovich depth, quantiles, ranks and signs
- Multifold Predictive Validation in ARMAX Time Series Models
- Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
- Nearest neighbor pattern classification
- Nearest‐neighbors medians clustering
- Network science. With Márton Pósfai
- Network vector autoregression
- Nonlinear Time Series Analysis
- Nonparametric Estimation from Incomplete Observations
- On the Concept of Depth for Functional Data
- On the optimality of the simple Bayesian classifier under zero-one loss
- Optimal rates of convergence for sparse covariance matrix estimation
- Outlier Detection and False Discovery Rates for Whole-Genome DNA Matching
- Outlier Detection in Multivariate Time Series by Projection Pursuit
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Penalized model-based clustering with application to variable selection
- Regularized estimation in sparse high-dimensional time series models
- Regularized estimation of large covariance matrices
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Robust Estimation of a Location Parameter
- Robust distances for outlier-free goodness-of-fit testing
- Robust principal component analysis?
- Robust statistics. Theory and methods (with R)
- Selection of Variables for Cluster Analysis and Classification Rules
- Signal Detection in Underwater Sound Using Wavelets
- Sparse inverse covariance estimation with the graphical lasso
- Sparse principal component analysis via regularized low rank matrix approximation
- Stable signal recovery from incomplete and inaccurate measurements
- Statistical analysis of network data. Methods and models
- Statistical challenges of high-dimensional data
- Statistical modeling: The two cultures. (With comments and a rejoinder).
- Statistics for big data: a perspective
- Statistics for high-dimensional data. Methods, theory and applications.
- Support-vector networks
- Testing differential networks with applications to the detection of gene-gene interactions
- The Generalized Dynamic Factor Model
- The Grand Tour: A Tool for Viewing Multidimensional Data
- The Predictive Sample Reuse Method with Applications
- The most-cited statistical papers
- Time-series clustering
- Trimmed \(k\)-means: An attempt to robustify quantizers
- Variable Selection for Model-Based Clustering
- Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data
Cited in
(29)- Optimization in big data analysis based on Kolmogorov-Shannon coding methods
- Digital archives as big data
- Dynamic data science and official statistics
- Divide and recombine (D{\&}R) data science projects for deep analysis of big data and high computational complexity
- Data science vs. statistics: two cultures?
- Principles of experimental design for big data analysis
- Foreword. Applications of data sciences
- Founding of the Big Data Statistics Branch
- A practical guide to big data
- Big data and biostatistics: the death of the asymptotic Valhalla
- Big questions, informative data, excellent science
- Data learning from big data
- Big data: some statistical issues
- Journeys in big data statistics
- Statistics in the big data era: failures of the machine
- The future of statistics and data science
- Statistical methods and computing for big data
- Big data: a geometric explanation of a seemingly counterintuitive strategy
- Leveraging big data for official statistics: some recent developments
- Data science and productivity analytics
- A letter from the guest editors
- Big data: the next challenge for statistics
- The scientific problems and methodology of big data
- Clustering large-scale time series
- Using Ramsey theory to measure unavoidable spurious correlations in big data
- A taxonomy of big data for optimal predictive machine learning and data mining
- Recent developments in complex and spatially correlated functional data
- Local influence diagnostics with forward search in regression analysis
- Challenges in data science: a complex systems perspective
Describes a project that uses
Uses Software
This page was built for publication: Data science, big data and statistics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2273155)
