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Abstract:
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Many statistical approaches are not well suited for streaming or big data. As data increasingly takes on these forms, statisticians need to adjust their toolbox of analysis methods. OnlineStats is a Julia package which provides online algorithms for statistical models. Observations are processed one at a time and all algorithms use O(1) memory. OnlineStats uses analytical solutions and stochastic approximation techniques for summary statistics, density estimation, generalized linear models with regularization, and machine learning.
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