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

Hanmei Sun, Jiming Jiang, Thuan Nguyen, Yihui Luan

Research output: Contribution to journalArticle

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.

Original languageEnglish (US)
Pages (from-to)37-42
Number of pages6
JournalStatistics and Probability Letters
Volume143
DOIs
StatePublished - Dec 1 2018

Keywords

  • BLAP
  • Categorical outcome
  • Mixed logistic model
  • Small area estimation
  • Zero-inflated random variable

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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