JSM 2011 Online Program

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Abstract Details

Activity Number: 303
Type: Contributed
Date/Time: Tuesday, August 2, 2011 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #302270
Title: Streaming Algorithms and Their Applications to HD-MFPCA Models
Author(s): Vadim Zipunnikov*+ and Brian Caffo and Ciprian Crainiceanu
Companies: The Johns Hopkins University and The Johns Hopkins University and The Johns Hopkins University
Address: School of Public Health, Baltimore, MD, 21205,
Keywords: MFPCA ; SVD ; streaming ; MRI
Abstract:

Multilevel Functional Principal Component Analysis for High Dimensional (HD-MFPCA) data combines powerful data compression techniques and statistical inference to decompose the observed data in population- and visit-specific means and subject-specific within and between level variability. However, HD-MFPCA is computationally restricted to the observational studies with a few thousands of observations. We will show how streaming algorithms can be used to overcome this restriction. The suggested algorithm accumulates the information in a streaming fashion resulting in a linear complexity with respect to the sample size. It allows to extend HD-MFPCA to very large samples.


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