Nonparametric Prediction Distribution from Resolution-Wise Regression with Heterogeneous Data

doi:10.1080/07350015.2022.2115498

	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
刊名	JOURNAL OF BUSINESS & ECONOMIC STATISTICS
	2022-10-06
页码	16
关键词	Binary expansion Data heterogeneity Nonparametric statistics SSANOVA Sure independence screening
ISSN号	0735-0015
DOI	10.1080/07350015.2022.2115498
英文摘要	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.
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
语种	英语
出版者	TAYLOR & FRANCIS INC
WOS记录号	WOS:000864785000001
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/60898]
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.