We live in the data explosion era. The unprecedented amount of data offers a potential wealth of knowledge but also brings about concerns regarding ethical collection and usage. Mistakes stemming from anomalous data have the potential for severe, real-world consequences, such as when building prediction models for housing prices. To combat anomalies, we develop the Cauchy-Net Mixture Model (CNMM). The CNMM is a flexible Bayesian nonparametric tool that employs a mixture between a Dirichlet Process Mixture Model (DPMM) and a Cauchy distributed component, which we call the Cauchy-Net (CN). Each portion of the model offers benefits, as the DPMM eliminates the limitation of requiring a fixed number of a components and the CN captures observations that do not belong to the well-defined components by leveraging its heavy tails. Through isolating the anomalous observations in a single component, we simultaneously identify the observations in the net as warranting further inspection and prevent them from interfering with the formation of the remaining components. The result is a framework that allows for simultaneously clustering observations and making predictions in the face of the anomalous data. We demonstrate the usefulness of the CNMM in a variety of experimental situations and apply the model for predicting housing prices in Fairfax County, Virginia. / Doctor of Philosophy / We live in the data explosion era. The unprecedented amount of data offers a potential wealth of knowledge but also brings about concerns regarding ethical collection and usage. Mistakes stemming from anomalous data have the potential for severe, real-world consequences, such as when building prediction models for housing prices. To combat anomalies, we develop the Cauchy-Net Mixture Model (CNMM). The CNMM is a flexible tool for identifying and isolating the anomalies, while simultaneously discovering cluster structure and making predictions among the nonanomalous observations. The result is a framework that allows for simultaneously clustering and predicting in the face of the anomalous data. We demonstrate the usefulness of the CNMM in a variety of experimental situations and apply the model for predicting housing prices in Fairfax County, Virginia.
Identifer | oai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/93576 |
Date | 11 September 2019 |
Creators | Slifko, Matthew D. |
Contributors | Statistics, Leman, Scotland C., Bieri, David Stephan, Smith, Eric P., Ranganathan, Shyam |
Publisher | Virginia Tech |
Source Sets | Virginia Tech Theses and Dissertation |
Detected Language | English |
Type | Dissertation |
Format | ETD, application/pdf |
Rights | In Copyright, http://rightsstatements.org/vocab/InC/1.0/ |
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