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Articles in Marketing and choice literatures have demonstrated the need for incorporating person-level heterogeneity into behavioral models (e.g., logit models for multiple binary outcomes as studied here). However, the logit likelihood…
A key challenge in machine learning is to design interpretable models that can reduce their inputs to the best subset for making transparent predictions, especially in the clinical domain. In this work, we propose a certifiably optimal…
We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…
We consider the problem of multivariate regression in a setting where the relevant predictors could be shared among different responses. We propose an algorithm which decomposes the coefficient matrix into the product of a long matrix and a…
When tracking user-specific online activities, each user's preference is revealed in the form of choices and comparisons. For example, a user's purchase history is a record of her choices, i.e. which item was chosen among a subset of…
To construct effective teaming strategies between humans and AI systems in complex, risky situations requires an understanding of individual preferences and behaviors of humans. Previously this problem has been treated in case-specific or…
This paper studies identification and estimation in semiparametric logit models when social networks are endogenous. In many applications, unobserved individual traits shape both the outcome of interest and the formation of social ties, so…
The analysis of case-control studies with several subtypes of cases is increasingly common, e.g. in cancer epidemiology. For matched designs, we show that a natural strategy is based on a stratified conditional logistic regression model.…
Joint sparsity regularization in multi-task learning has attracted much attention in recent years. The traditional convex formulation employs the group Lasso relaxation to achieve joint sparsity across tasks. Although this approach leads to…
Theoretical results show that Bayesian methods can achieve lower bounds on regret for online logistic regression. In practice, however, such techniques may not be feasible especially for very large feature sets. Various approximations that,…
Latent or unobserved phenomena pose a significant difficulty in data analysis as they induce complicated and confounding dependencies among a collection of observed variables. Factor analysis is a prominent multivariate statistical modeling…
Logit models are usually applied when studying individual travel behavior, i.e., to predict travel mode choice and to gain behavioral insights on traveler preferences. Recently, some studies have applied machine learning to model travel…
We propose an optimal-transport-based matching method to nonparametrically estimate linear models with independent latent variables. The method consists in generating pseudo-observations from the latent variables, so that the Euclidean…
The statistical modelling of ranking data has a long history and encompasses various perspectives on how observed rankings arise. One of the most common models, the Plackett-Luce model, is frequently used to aggregate rankings from multiple…
Higher education dropout constitutes a critical challenge for tertiary education systems worldwide. While machine learning techniques can achieve high predictive accuracy on selected datasets, their adoption by policymakers remains limited…
Transportation surveys are widely used to understand travel preferences and adoption barriers, yet most survey-based analyses remain descriptive or predictive and rarely provide sparse, policy-feasible intervention strategies. We study…
Suppose we observe samples of a subset of a collection of random variables. No additional information is provided about the number of latent variables, nor of the relationship between the latent and observed variables. Is it possible to…
Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Random effects or mixed models approaches,…
Traffic accident forecasting is an important task for intelligent transportation management and emergency response systems. However, this problem is challenging due to the spatial heterogeneity of the environment. Existing data-driven…
Logistic regression is a well-known statistical model which is commonly used in the situation where the output is a binary random variable. It has a wide range of applications including machine learning, public health, social sciences,…