• Corpus ID: 13345461

Fast PCA and Bayesian Variable Selection for Large Data Sets Based on SQL and UDFs ∗

@inproceedings{Navas2010FastPA,
  title={Fast PCA and Bayesian Variable Selection for Large Data Sets Based on SQL and UDFs ∗},
  author={Mario Navas and Carlos Ordonez},
  year={2010}
}
Large amounts of data are stored in relational DBMSs. However, statistical analysis is frequently performed outside the DBMS using statistical tools, such as the well-known R package, leading to slow processing when data sets cannot fit in main memory and going through a file export bottleneck. In this article, we propose algorithms for large data set processing of principal component analysis (PCA) and stochastic search variable selection (SSVS) that can work entirely inside a DBMS, using SQL… 

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