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  2. Apache Spark - Wikipedia

    en.wikipedia.org/wiki/Apache_Spark

    The Dataframe API was released as an abstraction on top of the RDD, followed by the Dataset API. In Spark 1.x, the RDD was the primary application programming interface (API), but as of Spark 2.x use of the Dataset API is encouraged [3] even though the RDD API is not deprecated. [4] [5] The RDD technology still underlies the Dataset API. [6] [7]

  3. Variable kernel density estimation - Wikipedia

    en.wikipedia.org/wiki/Variable_kernel_density...

    In a balloon estimator, the kernel width is varied depending on the location of the test point. In a pointwise estimator, the kernel width is varied depending on the location of the sample. [1] For multivariate estimators, the parameter, h, can be generalized to vary not just the size, but also the shape of the kernel. This more complicated ...

  4. Word2vec - Wikipedia

    en.wikipedia.org/wiki/Word2vec

    Altszyler and coauthors (2017) studied Word2vec performance in two semantic tests for different corpus size. [29] They found that Word2vec has a steep learning curve, outperforming another word-embedding technique, latent semantic analysis (LSA), when it is trained with medium to large corpus size (more than 10 million words). However, with a ...

  5. Kernel density estimation - Wikipedia

    en.wikipedia.org/wiki/Kernel_density_estimation

    Kernel density estimation of 100 normally distributed random numbers using different smoothing bandwidths.. In statistics, kernel density estimation (KDE) is the application of kernel smoothing for probability density estimation, i.e., a non-parametric method to estimate the probability density function of a random variable based on kernels as weights.

  6. Bootstrapping (statistics) - Wikipedia

    en.wikipedia.org/wiki/Bootstrapping_(statistics)

    First, we resample the data with replacement, and the size of the resample must be equal to the size of the original data set. Then the statistic of interest is computed from the resample from the first step. We repeat this routine many times to get a more precise estimate of the Bootstrap distribution of the statistic. [2]

  7. Estimation of covariance matrices - Wikipedia

    en.wikipedia.org/wiki/Estimation_of_covariance...

    Clearly, the difference between the unbiased estimator and the maximum likelihood estimator diminishes for large n. In the general case, the unbiased estimate of the covariance matrix provides an acceptable estimate when the data vectors in the observed data set are all complete: that is they contain no missing elements. One approach to ...

  8. Design matrix - Wikipedia

    en.wikipedia.org/wiki/Design_matrix

    The design matrix has dimension n-by-p, where n is the number of samples observed, and p is the number of variables measured in all samples. [4] [5]In this representation different rows typically represent different repetitions of an experiment, while columns represent different types of data (say, the results from particular probes).

  9. Theil–Sen estimator - Wikipedia

    en.wikipedia.org/wiki/Theil–Sen_estimator

    An estimator for the slope with approximately median rank, having the same breakdown point as the Theil–Sen estimator, may be maintained in the data stream model (in which the sample points are processed one by one by an algorithm that does not have enough persistent storage to represent the entire data set) using an algorithm based on ε-nets.