Описание:The main goal of this course is to provide students with a unique opportunity to acquire conceptual background and mathematical tools applicable to Big Data Analytics and Real Time Computation. The course will briefly review specific challenges of Big Data Analytics, such as problems of extracting, unifying, updating, and merging information and specific needs in processing data, which should be highly parallel and distributed. With these specific features in mind we will then study more closely a number of mathematical tools for Big Data analytics, such as regression analysis, linear estimation, calibration problems, real time processing of incoming (potentially infinite) data. We will see how these approaches can be transformed to conform to the Big Data demands. We will also discuss why most of widely used algorithmic languages are not quite appropriate for solving such
problems and outline alternative approaches.