An adaptive SIR method for block-wise evolving data streams
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | CHAVENT, Marie | |
hal.structure.identifier | Modelling and Inference of Complex and Structured Stochastic Systems [MISTIS] | |
dc.contributor.author | GIRARD, Stéphane | |
hal.structure.identifier | Aménités et dynamiques des espaces ruraux [UR ADBX] | |
dc.contributor.author | KUENTZ, Vanessa | |
hal.structure.identifier | Epidémiologie et Biostatistique [Bordeaux] | |
dc.contributor.author | LIQUET, Benoit | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | NGUYEN, Thi Mong Ngoc | |
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | SARACCO, Jérôme | |
dc.contributor.editor | Guglielmo D'Amico and Giuseppe Di Biase and Jacques Janssen and Raimondo Manca | |
dc.date.accessioned | 2024-04-04T02:26:54Z | |
dc.date.available | 2024-04-04T02:26:54Z | |
dc.date.issued | 2011-06 | |
dc.date.conference | 2011-06-07 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/189992 | |
dc.description.abstractEn | In this communication, we consider block-wise evolving data streams. When a semiparametric regression model involving a common dimension reduction direction B is assumed for each block, we propose an adaptive SIR (for sliced inverse regression) estimator of B. This estimator is faster than usual SIR applied to the union of all the blocks, both from computational complexity and running time points of view. We show the consistency of our estimator at the root-n rate. In a simulation, we illustrate the good numerical behaviour of the estimator. We also provide a graphical tool in order to detect if there exists a drift of the dimension reduction direction or some aberrant blocks of data. We illustrate our approach with various scenarios. Finally, possible extensions of this method are given. | |
dc.language.iso | en | |
dc.publisher | Edizioni ETS | |
dc.source.title | XIVth International Symposium of Applied Stochastic Models and Data Analysis (ASMDA 2011) | |
dc.title.en | An adaptive SIR method for block-wise evolving data streams | |
dc.type | Communication dans un congrès | |
dc.subject.hal | Mathématiques [math]/Systèmes dynamiques [math.DS] | |
bordeaux.page | 257-264 | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
bordeaux.conference.title | ASMDA 2011 - XIVth International Symposium of Applied Stochastic Models and Data Analysis | |
bordeaux.country | IT | |
bordeaux.title.proceeding | XIVth International Symposium of Applied Stochastic Models and Data Analysis (ASMDA 2011) | |
bordeaux.conference.city | Rome | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-00601924 | |
hal.version | 1 | |
hal.invited | non | |
hal.proceedings | oui | |
hal.conference.end | 2011-06-10 | |
hal.popular | non | |
hal.audience | Internationale | |
dc.subject.it | regression | |
dc.subject.it | numerical model | |
dc.subject.it | numerical simulation | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-00601924v1 | |
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