Semiparametric Regression for Streaming Data
Funding: 2014: $130,000
2015: $105,000
2016: $140,000
Project Member(s): Wand, M.
Funding or Partner Organisation: Australian Research Council (ARC Discovery Projects)
Start year: 2015
Summary: Semiparametric regression converts large and complex data-sets into interpretable summaries from which sound decisions can be made. This project tackles semiparametric regression analysis of streaming data - where the data are so voluminous that they may not be storable in standard computer memory and therefore need to be processed rapidly on arrival and then discarded. Effective solutions necessitate a rethinking of semiparametric regression and new approaches will be developed. The project will also develop novel theory and methodology for robotics applications. It will allow analysis of streaming and massive data sets that would not be possible using currently available methods, opening up new applications.
Publications:
McLean, MW & Wand, MP 2019, 'Variational Message Passing for Elaborate Response Regression Models', Bayesian Analysis, vol. 14, no. 2, pp. 371-398.
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Nolan, TH & Wand, MP 2017, 'Accurate logistic variational message passing: algebraic and numerical details', Stat, vol. 6, no. 1, pp. 102-112.
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Keywords: Variational approximation,Real-time data analysis,Robotics
FOR Codes: Statistical Theory, Expanding Knowledge in the Mathematical Sciences, Applied Statistics, Expanding Knowledge in Technology, Statistics not elsewhere classified, Statistical theory , Applied statistics , EXPANDING KNOWLEDGE