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Categorical predictors are omnipresent in everyday regression practice: in fact, most regression data involve some categorical predictors, and this tendency is increasing in modern applications with more complex structures and larger data…
We propose a new Gini correlation to measure dependence between a categorical and numerical variables. Analogous to Pearson $R^2$ in ANOVA model, the Gini correlation is interpreted as the ratio of the between-group variation and the total…
This paper explores the homogeneity of coefficients in high-dimensional regression, which extends the sparsity concept and is more general and suitable for many applications. Homogeneity arises when one expects regression coefficients…
Composite likelihood provides approximate inference when the full likelihood is intractable and sub-likelihood functions of marginal events can be evaluated relatively easily. It has been successfully applied for many complex models.…
This article proposes an inferential framework for comparing predictor importance in classification problems with categorical response variables. The approach is based on the categorical Gini correlation (CGC) proposed by Dang et al.…
In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…
Statistical methods for reconstructing networks from repeated measurements typically assume that all measurements are generated from the same underlying network structure. This need not be the case, however. People's social networks might…
Bi-clustering is a technique that allows for the simultaneous clustering of observations and features in a dataset. This technique is often used in bioinformatics, text mining, and time series analysis. An important advantage of…
We propose a Bayesian approach for model-based clustering of multivariate categorical data where variables are allowed to be associated within clusters and the number of clusters is unknown. The approach uses a two-layer mixture of finite…
We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error…
We follow up on the study of correlations between GDP's of rich countries. We analyze web-downloaded data on GDP that we use as individual wealth signatures of the country economical state. We calculate the yearly fluctuations of the GDP.…
A recent literature in econometrics models unobserved cross-sectional heterogeneity in panel data by assigning each cross-sectional unit a one-dimensional, discrete latent type. Such models have been shown to allow estimation and inference…
Musical score following is the real-time mapping of a performance to corresponding locations in a musical score. Score following can be used in a variety of applications including automatic page turning and real-time accompaniment. This…
Structural break identification methods are an important tool for evaluating the effectiveness of climate change mitigation policies. In this paper, we introduce a unified probabilistic framework for detecting structural breaks with unknown…
This study proposes a mathematical programming-based algorithm for the integrated selection of variable subsets and bandwidth estimation in geographically weighted regression, a local regression method that allows the kernel bandwidth and…
Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…
Instrumental-variable (IV) regression enables causal estimation under endogeneity, but modern IV problems often involve nonlinear structural effects and high-dimensional covariates. Existing nonlinear IV methods directly learn the causal…
Multilevel compositional data are data that are repeatedly measured or clustered within groups and are non-negative and sum to a constant value. These data arise in various settings, such as intensive, longitudinal studies using ecological…
To gain insights into the problem of regional inequality, we proposed new regional asset exchange models based on existing kinetic income-exchange models in economic physics. We did this by setting the spatial exchange range and adding bias…
Economic inequalities referring to specific regions are crucial in deepening spatial heterogeneity. Income surveys are generally planned to produce reliable estimates at countries or macroregion levels, thus we implement a small area model…