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2017 ; 32
(3
): 385-404
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Principles of Experimental Design for Big Data Analysis
#MMPMID28883686
Drovandi CC
; Holmes C
; McGree JM
; Mengersen K
; Richardson S
; Ryan EG
Stat Sci
2017[Aug]; 32
(3
): 385-404
PMID28883686
show ga
Big Datasets are endemic, but are often notoriously difficult to analyse because
of their size, heterogeneity and quality. The purpose of this paper is to open a
discourse on the potential for modern decision theoretic optimal experimental
design methods, which by their very nature have traditionally been applied
prospectively, to improve the analysis of Big Data through retrospective designed
sampling in order to answer particular questions of interest. By appealing to a
range of examples, it is suggested that this perspective on Big Data modelling
and analysis has the potential for wide generality and advantageous inferential
and computational properties. We highlight current hurdles and open research
questions surrounding efficient computational optimisation in using retrospective
designs, and in part this paper is a call to the optimisation and experimental
design communities to work together in the field of Big Data analysis.