Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data

doi:10.1080/07350015.2022.2115498

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	Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data
	Li, Jialu 1; Zhang, Wan 2; Wang, Peiyao 2; Li, Qizhai 3,4; Zhang, Kai 2; Liu, Yufeng 5
	2022-10-06
发表期刊	JOURNAL OF BUSINESS & ECONOMIC STATISTICS
ISSN	0735-0015
页码	16
摘要	Modeling and inference for heterogeneous data have gained great interest recently due to rapid developments in personalized marketing. Most existing regression approaches are based on the conditional mean and may require additional cluster information to accommodate data heterogeneity. In this article, we propose a novel nonparametric resolution-wise regression procedure to provide an estimated distribution of the response instead of one single value. We achieve this by decomposing the information of the response and the predictors into resolutions and patterns, respectively, based on marginal binary expansions. The relationships between resolutions and patterns are modeled by penalized logistic regressions. Combining the resolution-wise prediction, we deliver a histogram of the conditional response to approximate the distribution. Moreover, we show a sure independence screening property and the consistency of the proposed method for growing dimensions. Simulations and a real estate valuation dataset further illustrate the effectiveness of the proposed method.
关键词	Binary expansion Data heterogeneity Nonparametric statistics SSANOVA Sure independence screening
DOI	10.1080/07350015.2022.2115498
收录类别	SCI
语种	英语
资助项目	CAS Project for Young Scientists in Basic Research[YSBR-034] ; NSF[DMS2100729] ; NSF[DMS-1613112] ; NSF[IIS-1633212] ; NSF[DMS-1916237] ; NSF[DMS-2152289] ; NIH[R01GM126550]
WOS研究方向	Business & Economics ; Mathematical Methods In Social Sciences ; Mathematics
WOS类目	Economics ; Social Sciences, Mathematical Methods ; Statistics & Probability
WOS记录号	WOS:000864785000001
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/60899
专题	中国科学院数学与系统科学研究院
通讯作者	Liu, Yufeng
作者单位	1.Beijing Inst Technol, Sch Math & Stat, Beijing, Peoples R China 2.Univ N Carolina, Dept Stat & Operat Res, Chapel Hill, NC USA 3.Chinese Acad Sci, Acad Math & Syst Sci, NCMIS, LSC, Beijing, Peoples R China 4.Univ Chinese Acad Sci, Beijing, Peoples R China 5.Univ N Carolina, Lineberger Comprehens Canc Ctr, Carolina Ctr Genome Sci, Dept Genet,Dept Stat & Operat Res,Dept Biostat, Chapel Hill, NC 27599 USA
推荐引用方式 GB/T 7714	Li, Jialu,Zhang, Wan,Wang, Peiyao,et al. Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data[J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS,2022:16.
APA	Li, Jialu,Zhang, Wan,Wang, Peiyao,Li, Qizhai,Zhang, Kai,&Liu, Yufeng.(2022).Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data.JOURNAL OF BUSINESS & ECONOMIC STATISTICS,16.
MLA	Li, Jialu,et al."Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data".JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2022):16.