Flexible Statistical Modeling

科学、医学和商业领域的大量数据，以及计算技术的现状，为我们提供了前所未有的统计建模机会。我们能够为乳腺癌、心脏病或中风的风险建立强大的预测模型，例如，使用基因组标记。我们可以预测信用卡违约或欺诈性保险索赔的风险。预测模型能够根据客户过去的行为和偏好以及类似客户的行为和偏好向客户推荐电影或音乐。利用多个动物或植物物种目击地点的数据，我们可以构建地理区域的分布图。对于大量的数据，有必要以自动的方式构建这些模型;该项目的目标是确保最终产品保持可解释性。广义加性模型既可解释又具有一定的功能，但最初是针对相对较小的预测变量集。该项目将使用凸优化的方法来自动构建这样的模型，使用潜在的数千个变量。该方法将自动忽略不相关的变量，以及选择所需的所有保留的非线性量。凸方法也将被用来将边信息纳入矩阵完成问题，以及各种多元方法，我们传统上与低秩表示。生态学家经常努力将来自多个物种和不同采样方案的数据结合起来。该项目将提供一个统一的框架，使用非齐次泊松过程模型来组合这些数据，并产生高质量的分布。

The abundance of data in science, medicine and commerce, and the current state of computing technologies gives us opportunities in statistical modeling never seen before. We are able to build powerful predictive models for the risk of breast cancer, heart disease or stroke, for example, using genomic markers. We can predict the risk of credit-card default or fraudulent insurance claims. Predictive models are able to recommend movies or music to a customer, based on their past behavior and preferences and that of customers like them. Using data on locations of sightings of multiple animal or plant species, we can build distribution maps over a geographical domain. With large amounts of data, it becomes necessary that these models are built in an automatic way; the goal of this project is to ensure that the resulting products remain interpretable.Generalized additive models are both interpretable and somewhat powerful, but were originally intended for a relatively small set of predictor variables. This project will use methods in convex optimization to automatically build such models using potentially thousands of variables. The method will automatically omit irrelevant variables, as well as select the amount of nonlinearity needed for all those retained. Convex methods will also be used to incorporate side information in matrix completion problems, as well as a variety of multivariate methods where we have traditionally worked with low-rank representations. Ecologists often struggle with combining data from multiple species and different sampling schemes. This project will provide a unified framework using inhomogeneous Poisson process models for combining these data, and producing high-quality distribution.