Engineering topics
Yao, Weixin
Publications and source records attributed to Yao, Weixin.
Pursuing sources of heterogeneity in modeling clustered population
Abstract Researchers often have to deal with heterogeneous population with mixed regression relationships, increasingly so in the era of data explosion. In such problems, when there are many candidate predictors, it is not only of interest to identify the predictors that are associated with the outcome, but also to distinguish the true sources of heterogeneity , that is, to identify the predictors that have different effects among the clusters and thus are the true contributors to the formation of the clusters. We clarify the concepts of the source of heterogeneity that account for potential scale differences of the clusters and propose a regularized finite mixture effects regression to achieve heterogeneity pursuit and feature selection simultaneously. We develop an efficient algorithm and show that our approach can achieve both estimation and selection consistency. Simulation studies further demonstrate the effectiveness of our method under various practical scenarios. Three applications are presented, namely, an imaging genetics study for linking genetic factors and brain neuroimaging traits in Alzheimer's disease, a public health study for exploring the association between suicide risk among adolescents and their school district characteristics, and a sport analytics study for understanding how the salary levels of baseball players are associated with their performance and contractual status.
A Robust Segmented Mixed Effect Regression Model for Baseline Electricity Consumption Forecasting
Renewable energy production has been surging around the world in recent years. To mitigate the increasing uncertainty and intermittency of the renewable generation, proactive demand response algorithms and programs are proposed and developed to further improve the utilization of load flexibility and increase the efficiency of power system operation. One of the biggest challenges to efficient control and operation of demand response resources is how to forecast the baseline electricity consumption and estimate the load impact from demand response resources accurately. In this paper, we propose a mixed effect segmented regression model and a new robust estimate for forecasting the baseline electricity consumption in Southern California, USA, by combining the ideas of random effect regression model, segmented regression model, and the least trimmed squares estimate. Since the log-likelihood of the considered model is not differentiable at breakpoints, we propose a new backfitting algorithm to estimate the unknown parameters. The estimation performance of the new estimation procedure has been demonstrated with both simulation studies and the real data application for the electric load baseline forecasting in Southern California.