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How to estimate heterogeneity, e.g. the effect of some variable differing across observations, is a key question in political science. Methods for doing so make simplifying assumptions about the underlying nature of the heterogeneity to…

Methodology · Statistics 2021-03-31 Max Goplerud

In many applications, survey data are collected from different survey centers in different regions. It happens that in some circumstances, response variables are completely observed while the covariates have missing values. In this paper,…

Methodology · Statistics 2020-07-07 Zhihua Ma , Guanyu Hu , Ming-Hui Chen

We propose a Machine Learning approach for optimal macroeconomic density forecasting in a high-dimensional setting where the underlying model exhibits a known group structure. Our approach is general enough to encompass specific forecasting…

Econometrics · Economics 2024-11-18 Matteo Mogliani , Anna Simoni

Factor analysis has been extensively used to reveal the dependence structures among multivariate variables, offering valuable insight in various fields. However, it cannot incorporate the spatial heterogeneity that is typically present in…

Methodology · Statistics 2024-11-14 Yanxiu Jin , Tomoya Wakayama , Renhe Jiang , Shonosuke Sugasawa

Change-point models deal with ordered data sequences. Their primary goal is to infer the locations where an aspect of the data sequence changes. In this paper, we propose and implement a nonparametric Bayesian model for clustering…

Methodology · Statistics 2025-02-12 Ana Carolina da Cruz , Camila P. E. de Souza

Identifying spatial heterogeneous patterns has attracted a surge of research interest in recent years, due to its important applications in various scientific and engineering fields. In practice the spatially heterogeneous components are…

Methodology · Statistics 2024-05-07 Xin Zhang , Shan Yu , Zhengyuan Zhu , Xin Wang

This article proposes a mixture modeling approach to estimating cluster-wise conditional distributions in clustered (grouped) data. We adapt the mixture-of-experts model to the latent distributions, and propose a model in which each…

Methodology · Statistics 2019-09-10 Shonosuke Sugasawa , Genya Kobayashi , Yuki Kawakubo

Compositional observations are an increasingly prevalent data source in spatial statistics. Analysis of such data is typically done on log-ratio transformations or via Dirichlet regression. However, these approaches often make unnecessarily…

Methodology · Statistics 2025-05-27 Michael R. Schwob , Mevin B. Hooten , Nicholas M. Calzada , Timothy H. Keitt

In medical, social, and behavioral research we often encounter datasets with a multilevel structure and multiple correlated dependent variables. These data are frequently collected from a study population that distinguishes several…

Methodology · Statistics 2023-12-18 Xynthia Kavelaars , Joris Mulder , Maurits Kaptein

Regression analysis is commonly conducted in survey sampling. However, existing methods fail when the relationships vary across different areas or domains. In this paper, we propose a unified framework to study the group-wise covariate…

Methodology · Statistics 2024-09-25 Mingjun Gang , Xin Wang , Zhonglei Wang , Wei Zhong

Compositional data find broad application across diverse fields due to their efficacy in representing proportions or percentages of various components within a whole. Spatial dependencies often exist in compositional data, particularly when…

Methodology · Statistics 2024-03-21 Teo Nguyen , Sarat Moka , Kerrie Mengersen , Benoit Liquet

We develop a structural framework for modeling and inferring unobserved heterogeneity in dynamic panel-data models. Unlike methods treating clustering as a descriptive device, we model heterogeneity as arising from a latent clustering…

Econometrics · Economics 2025-10-29 Jean-Pierre Florens , Anna Simoni

This manuscript is concerned with relating two approaches that can be used to explore complex dependence structures between categorical variables, namely Bayesian partitioning of the covariate space incorporating a variable selection…

Methodology · Statistics 2016-01-06 Michail Papathomas , Sylvia Richardson

We consider the inference problem for high-dimensional linear models, when covariates have an underlying spatial organization reflected in their correlation. A typical example of such a setting is high-resolution imaging, in which…

Methodology · Statistics 2021-06-07 Jérôme-Alexis Chevalier , Tuan-Binh Nguyen , Bertrand Thirion , Joseph Salmon

Leveraging multivariate spatial dependence to improve the precision of estimates using American Community Survey data and other sample survey data has been a topic of recent interest among data-users and federal statistical agencies. One…

Applications · Statistics 2024-01-19 Ryan Janicki , Andrew M. Raim , Scott H. Holan , Jerry Maples

To address the need for efficient inference for a range of hydrological extreme value problems, spatial pooling of information is the standard approach for marginal tail estimation. We propose the first extreme value spatial clustering…

Methodology · Statistics 2019-06-21 Christian Rohrbeck , Jonathan A Tawn

Analyzing crime events is crucial to understand crime dynamics and it is largely helpful for constructing prevention policies. Point processes specified on linear networks can provide a more accurate description of crime incidents by…

Applications · Statistics 2026-01-21 Sujeong Lee , Won Chang , Jorge Mateu , Heejin Lee , Jaewoo Park

Hierarchical probabilistic models, such as mixture models, are used for cluster analysis. These models have two types of variables: observable and latent. In cluster analysis, the latent variable is estimated, and it is expected that…

Machine Learning · Statistics 2017-06-26 Keisuke Yamazaki

Researchers often have to deal with heterogeneous population with mixed regression relationships, increasingly so in the era of data explosion. In such problems, when there are many candidate predictors, it is not only of interest to…

Methodology · Statistics 2021-02-05 Yan Li , Chun Yu , Yize Zhao , Robert H. Aseltine , Weixin Yao , Kun Chen

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo