TY - JOUR
T1 - Best look-alike prediction
T2 - Another look at the Bayesian classifier and beyond
AU - Sun, Hanmei
AU - Jiang, Jiming
AU - Nguyen, Thuan
AU - Luan, Yihui
N1 - Funding Information:
The research of Hanmei Sun and Yihui Luan was supported by the Natural Science Foundation of China Grants 11371227 , 61432010 and 11626247 . The research of Thuan Nguyen and Jiming Jiang are partially supported by the NSF grants DMS-1509557 and DMS-1512084 , respectively. The authors are grateful to the Associate Editor and referees’ constructive comments.
Funding Information:
The research of Hanmei Sun and Yihui Luan was supported by the Natural Science Foundation of China Grants 11371227, 61432010 and 11626247. The research of Thuan Nguyen and Jiming Jiang are partially supported by the NSF grants DMS-1509557 and DMS-1512084, respectively. The authors are grateful to the Associate Editor and referees’ constructive comments.
Publisher Copyright:
© 2018 Elsevier B.V.
PY - 2018/12
Y1 - 2018/12
N2 - A criterion of optimality in prediction is proposed that requires the predictor to assume the same type of values as the random variable it is predicting. In the case of categorical responses, the method leads to the Bayesian classifier with a uniform prior. However, the method extends to other cases, such as zero-inflated observations, as well. The method, called best look-alike prediction (BLAP), justifies an “usual practice” from a theoretical standpoint. Application of BLAP to small area estimation is considered. A real-data example is discussed.
AB - A criterion of optimality in prediction is proposed that requires the predictor to assume the same type of values as the random variable it is predicting. In the case of categorical responses, the method leads to the Bayesian classifier with a uniform prior. However, the method extends to other cases, such as zero-inflated observations, as well. The method, called best look-alike prediction (BLAP), justifies an “usual practice” from a theoretical standpoint. Application of BLAP to small area estimation is considered. A real-data example is discussed.
KW - BLAP
KW - Categorical outcome
KW - Mixed logistic model
KW - Small area estimation
KW - Zero-inflated random variable
UR - http://www.scopus.com/inward/record.url?scp=85051256347&partnerID=8YFLogxK
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U2 - 10.1016/j.spl.2018.07.014
DO - 10.1016/j.spl.2018.07.014
M3 - Article
AN - SCOPUS:85051256347
SN - 0167-7152
VL - 143
SP - 37
EP - 42
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
ER -