A Bayesian nonparametric approach to multilevel regression

Vu Nguyen, Dinh Phung, Svetha Venkatesh, Hung H. Bui

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

2 Citations (Scopus)

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.

Original languageEnglish
Title of host publicationAdvances in Knowledge Discovery and Data Mining
Subtitle of host publication19th Pacific-Asia Conference, PAKDD 2015 Ho Chi Minh City, Vietnam, May 19–22, 2015 Proceedings, Part I
EditorsTru Cao, Ee-Peng Lim, Zhi-Hua Zhou, Tu-Bao Ho, David Cheung, Hiroshi Motoda
Place of PublicationCham Switzerland
PublisherSpringer
Pages330-342
Number of pages13
ISBN (Electronic)9783319180380
ISBN (Print)9783319180373
DOIs
Publication statusPublished - 2015
Externally publishedYes
EventPacific-Asia Conference on Knowledge Discovery and Data Mining 2015 - Ho Chi Minh City, Vietnam
Duration: 19 May 201522 May 2015
Conference number: 19th
https://web.archive.org/web/20150429212339/http://www.pakdd2015.jvn.edu.vn/
https://link.springer.com/book/10.1007/978-3-319-18038-0

Publication series

NameLecture Notes in Computer Science
PublisherSpringer
Volume9077
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

ConferencePacific-Asia Conference on Knowledge Discovery and Data Mining 2015
Abbreviated titlePAKDD 2015
CountryVietnam
CityHo Chi Minh City
Period19/05/1522/05/15
Internet address

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