arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2307.07005stat.CO
收藏

面向流数据场景的快速贝叶斯记录链接

Fast Bayesian Record Linkage for Streaming Data Contexts

Ian Taylor, Andee Kaplan, Brenda Betancourt

AI总结:

针对流数据场景下记录链接参数更新效率低的问题,将双文件贝叶斯Fellegi-Sunter模型推广至多文件场景,提出两种流式更新方法,以极少计算时间实现近乎等效的后验推断。

摘要:

记录链接是指在没有唯一标识字段的情况下,将来自多个文件、对应重叠实体集合的记录进行合并的任务。在流式记录链接中,文件按时间顺序依次到达,链接估计会在每个文件到达后进行更新。这一问题出现在纵向调查、电子健康记录和在线事件数据库等场景中。流式记录链接的挑战在于,当新数据到达时能够高效更新参数估计。我们从贝叶斯视角处理该问题,基于参数的后验样本计算估计值,并提出了新文件到达后更新链接估计的方法,其速度比每次新增数据文件时都拟合联合模型更快。本文将双文件贝叶斯Fellegi-Sunter模型推广至多文件场景,并提出两种执行流式更新的方法。我们通过模拟数据和真实调查面板数据,检验了先验分布对最终链接准确率的影响,以及与Gibbs采样器相比,这些方法之间的计算权衡。我们以极小部分的计算时间实现了近乎等效的后验推断。本文的补充材料可在线获取。

英文摘要:

Record linkage is the task of combining records from multiple files which refer to overlapping sets of entities when there is no unique identifying field. In streaming record linkage, files arrive sequentially in time and estimates of links are updated after the arrival of each file. This problem arises in settings such as longitudinal surveys, electronic health records, and online events databases, among others. The challenge in streaming record linkage is to efficiently update parameter estimates as new data arrive. We approach the problem from a Bayesian perspective with estimates calculated from posterior samples of parameters and present methods for updating link estimates after the arrival of a new file that are faster than fitting a joint model with each new data file. In this paper, we generalize a two-file Bayesian Fellegi-Sunter model to the multi-file case and propose two methods to perform streaming updates. We examine the effect of prior distribution on the resulting linkage accuracy as well as the computational trade-offs between the methods when compared to a Gibbs sampler through simulated and real-world survey panel data. We achieve near-equivalent posterior inference at a small fraction of the compute time. Supplemental materials for this article are available online.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑