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Journal of the Royal Statistical Society Series B (Statistical Methodology)
Article . 2019 . Peer-reviewed
License: OUP Standard Publication Reuse
Data sources: Crossref
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Renewable Estimation and Incremental Inference in Generalized Linear Models with Streaming Data Sets

Authors: Luo, Lan; Song, Peter X.‐k.;

Renewable Estimation and Incremental Inference in Generalized Linear Models with Streaming Data Sets

Abstract

SummaryThe paper presents an incremental updating algorithm to analyse streaming data sets using generalized linear models. The method proposed is formulated within a new framework of renewable estimation and incremental inference, in which the maximum likelihood estimator is renewed with current data and summary statistics of historical data. Our framework can be implemented within a popular distributed computing environment, known as Apache Spark, to scale up computation. Consisting of two data-processing layers, the rho architecture enables us to accommodate inference-related statistics and to facilitate sequential updating of the statistics used in both estimation and inference. We establish estimation consistency and asymptotic normality of the proposed renewable estimator, in which the Wald test is utilized for an incremental inference. Our methods are examined and illustrated by various numerical examples from both simulation experiments and a real world data analysis.

Keywords

Statistics and Numeric Data, Lambda architecture, Science, Spark computing platform, Stochastic gradient descent algorithm, Onâ line learning, Incremental statistical analysis

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    74
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    influence
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
74
Top 1%
Top 10%
Top 10%
hybrid