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In this paper, we estimate and leverage latent constant group structure to generate the point, set, and density forecasts for short dynamic panel data. We implement a nonparametric Bayesian approach to simultaneously identify coefficients…
We present and empirically evaluate an efficient algorithm that learns to aggregate the predictions of an ensemble of binary classifiers. The algorithm uses the structure of the ensemble predictions on unlabeled data to yield significant…
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…
Understanding and quantifying uncertainty in black box Neural Networks (NNs) is critical when deployed in real-world settings such as healthcare. Recent works using Bayesian and non-Bayesian methods have shown how a unified predictive…
Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…
Connectivity estimation is challenging in the context of high-dimensional data. A useful preprocessing step is to group variables into clusters, however, it is not always clear how to do so from the perspective of connectivity estimation.…
Background: When planning a cluster randomized trial, evaluators often have access to an enumerated cohort representing the target population of clusters. Practicalities of conducting the trial, such as the need to oversample clusters with…
Clustering uncertain data has emerged as a challenging task in uncertain data management and mining. Thanks to a computational complexity advantage over other clustering paradigms, partitional clustering has been particularly studied and a…
We explore the utility of clustering in reducing error in various prediction tasks. Previous work has hinted at the improvement in prediction accuracy attributed to clustering algorithms if used to pre-process the data. In this work we more…
We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution prediction of $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$ in regression…
Identifying a set of homogeneous clusters in a heterogeneous dataset is one of the most important classes of problems in statistical modeling. In the realm of unsupervised partitional clustering, k-means is a very important algorithm for…
We study the application of the grouped fixed effects approach to binary choice models for panel data in presence of severe complete separation. Through data loss, complete separation may lead to biased estimates of Average Partial Effects…
Unsupervised machine learning, and in particular data clustering, is a powerful approach for the analysis of datasets and identification of characteristic features occurring throughout a dataset. It is gaining popularity across scientific…
Recent work on overfitting Bayesian mixtures of distributions offers a powerful framework for clustering multivariate data using a latent Gaussian model which resembles the factor analysis model. The flexibility provided by overfitting…
Compared to supervised variable selection, the research on unsupervised variable selection is far behind. A forward partial-variable clustering full-variable loss (FPCFL) method is proposed for the corresponding challenges. An advantage is…
We consider the problem of data clustering with unidentified feature quality and when a small amount of labelled data is provided. An unsupervised sparse clustering method can be employed in order to detect the subgroup of features…
Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…
Linear mixed models are widely used for analyzing hierarchically structured data involving missingness and unbalanced study designs. We consider a Bayesian clustering method that combines linear mixed models and predictive projections. For…
A model involving Gaussian processes (GPs) is introduced to simultaneously handle multi-task learning, clustering, and prediction for multiple functional data. This procedure acts as a model-based clustering method for functional data as…
The premise of independence among subjects in the same cluster/group often fails in practice, and models that rely on such untenable assumption can produce misleading results. To overcome this severe deficiency, we introduce a new…