Computational implications of reducing data to sufficient statistics

COMPUTATIONAL IMPLICATIONS OF REDUCING DATA TO SUFFICIENT STATISTICS By

Given a large dataset and an estimation task, it is common to pre-process the data by reducing them to a set of sufficient statistics. This step is often regarded as straightforward and advantageous (in that it simplifies statistical analysis). I show that –on the contrary– reducing data to sufficient statistics can change a computationally tractable estimation problem into an intractable one. ...

Computational Implications of Reducing Data to Sufficient Statistics

Given a large dataset and an estimation task, it is common to pre-process the data by reducing them to a set of sufficient statistics. This step is often regarded as straightforward and advantageous (in that it simplifies statistical analysis). I show that –on the contrary– reducing data to sufficient statistics can change a computationally tractable estimation problem into an intractable one. ...

Features as Sufficient Statistics

An image is often represented by a set of detected features. We get an enormous compression by representing images in this way. Furthermore, we get a representation which is little affected by small amounts of noise in the image. However, features are typically chosen in an ad hoc manner. \Ve show how a good set of features can be obtained using sufficient statistics. The idea of sparse data re...

Challenges in Computational Statistics and Data Mining

Powerful Statistical Inference for Nested Data Using Sufficient Summary Statistics

Hierarchically-organized data arise naturally in many psychology and neuroscience studies. As the standard assumption of independent and identically distributed samples does not hold for such data, two important problems are to accurately estimate group-level effect sizes, and to obtain powerful statistical tests against group-level null hypotheses. A common approach is to summarize subject-lev...