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Since the Bologna Process was adopted, continuous assessment has been a cornerstone in the curriculum of most of the courses in the different degrees offered by the Spanish Universities. Continuous assessment plays an important role in both students' and lecturers' academic lives. In this study, we analyze the effect of the continuous assessment on the performance of the students in their final exams in courses of Statistics at the University of Almería. Specifically, we study if the performance of a student in the continuous assessment determines the score obtained in the final exam of the course in such a way that this score can be predicted in advance using the continuous assessment performance as an explanatory variable. After using and comparing some powerful statistical procedures, such as linear, quantile and logistic regression, artificial neural networks and Bayesian networks, we conclude that, while the fact that a student passes or fails the final exam can be properly predicted, a more detailed forecast about the grade obtained is not possible. [ABSTRACT FROM AUTHOR]

In many modern data analysis problems, the available data is not static but, instead, comes in a streaming fashion. Performing Bayesian inference on a data stream is challenging for several reasons. First, it requires continuous model updating and the ability to handle a posterior distribution conditioned on an unbounded data set. Secondly, the underlying data distribution may drift from one time step to another, and the classic i.i.d. (independent and identically distributed), or data exchangeability assumption does not hold anymore. In this paper, we present an approximate Bayesian inference approach using variational methods that addresses these issues for conjugate exponential family models with latent variables. Our proposal makes use of a novel scheme based on hierarchical priors to explicitly model temporal changes of the model parameters. We show how this approach induces an exponential forgetting mechanism with adaptive forgetting rates. The method is able to capture the smoothness of the concept drift, ranging from no drift to abrupt drift. The proposed variational inference scheme maintains the computational efficiency of variational methods over conjugate models, which is critical in streaming settings. The approach is validated on four different domains (energy, finance, geolocation, and text) using four real-world data sets. [ABSTRACT FROM AUTHOR]