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Best look-alike prediction: Another look at the Bayesian classifier and beyond.

Authors :
Sun, Hanmei
Jiang, Jiming
Nguyen, Thuan
Luan, Yihui
Source :
Statistics & Probability Letters. Dec2018, Vol. 143, p37-42. 6p.
Publication Year :
2018

Abstract

Abstract 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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01677152
Volume :
143
Database :
Academic Search Index
Journal :
Statistics & Probability Letters
Publication Type :
Periodical
Accession number :
131767999
Full Text :
https://doi.org/10.1016/j.spl.2018.07.014