Name
Abstract | ||
|---|---|---|
Regression is at the cornerstone of statistical analysis. Multilevel regression, on the other hand, receives little research attention, though it is prevalent in economics, biostatistics and healthcare to name a few. We present a Bayesian nonparametric framework for multilevel regression where individuals including observations and outcomes are organized into groups. Furthermore, our approach exploits additional group-specific context observations, we use Dirichlet Process with product-space base measure in a nested structure to model group-level context distribution and the regression distribution to accommodate the multilevel structure of the data. The proposed model simultaneously partitions groups into cluster and perform regression. We provide collapsed Gibbs sampler for posterior inference. We perform extensive experiments on econometric panel data and healthcare longitudinal data to demonstrate the effectiveness of the proposed model. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1007/978-3-319-18038-0_26 | ADVANCES IN KNOWLEDGE DISCOVERY AND DATA MINING, PART I |
Field | DocType | Volume |
Econometrics,Panel data,Data mining,Computer science,Mean squared error,Artificial intelligence,Gibbs sampling,Dirichlet process,Regression,Inference,Biostatistics,Machine learning,Bayesian nonparametrics | Conference | 9077 |
ISSN | Citations | PageRank |
0302-9743 | 2 | 0.38 |
References | Authors | |
4 | 4 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Vu Nguyen | 1 | 49 | 14.52 |
| Dinh Q. Phung | 2 | 1469 | 144.58 |
| Svetha Venkatesh | 3 | 4190 | 425.27 |
| Hung Hai Bui | 4 | 1188 | 112.37 |