Browsing by Subject "tracking"

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    Online Censoring for Large-Scale Regressions and Dynamical Processes with Application to Big Data
    (2015-07) Bermperidis, Dimitrios
    In an age of exponentially increasing data availability, performing inference tasks by utilizing the available information in its entirety is not always an affordable option. In this context, the present thesis introduces different methods for rendering large-scale linear regression and tracking of dynamic processes affordable, by processing a reduced number of data. The proposed algorithms utilize interval censoring of observations, in order to judiciously discard those deemed to have relatively small contribution towards enhancing the estimation or tracking accuracy. For linear regression, two groups of first- and second-order iterative algorithms are proposed: the first one focuses on reducing data storage and transmission costs, while the second is tailored for reducing the overall problem complexity. Leveraging principles of stochastic approximation, the introduced methods entail simple, closed-form updates, provable convergence guarantees, and can afford online processing of the data. As far as the tracking of dynamical processes, two distinct methods are put forth for reducing the number of data involved per time step. The first method builds on preprocessing the data for dimensionality reduction using low-complexity random projections, while the second performs censoring for data-adaptive measurement selection. Simulations on real and synthetic data, compare the proposed methods with competing alternatives and corroborate their efficacy in terms of estimation accuracy over complexity reduction.