Probably not much. I started working with bigger data some months ago and now I notice that I need some real techniques and not just my "ok try this and this". I'm coding in C (where I "create" the data (numerical integration of stochastic differential equations)) and Python (plotting). I need methods/algorithms/techniques to analyse the data "on the fly" because I can't save it all (it's too much data).
Just a small tip which may ease the search for methods. The general term for "on the fly" learning is online learning [1].
The rest depends on your problem but there are often online variants of offline methods, e.g. when you work with Gaussian process regressions
I am a "real data scientist" and need some advanced data analysis technics and machine learning. Can someone recommend an introduction for me?