Thread: Dependent Data
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Old 07-18-2012, 08:37 AM
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magdon magdon is offline
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Default Re: Dependent Data

Unfortunately, there is no easy way to deal with dependent data even if they are generated by a Markov chain.

Originally Posted by data_user View Post
The independence of data seems to be curtail for both theoretical analysis and practical efficiency. What if the sample (x1,y1)...(xN,yN) consists of correlated points? For example, x1....xN is a realization of a Markov chain. Can we still learn from these data? Do we need to change the standard learning algorithms to account for the dependence? Is it possible to introduce a notion of "effective" number of data points N'<N and then work with the sample if it were independent of size N'?
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