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Research talks;Probability and Statistics

Data mining methods based on finite mixture models are quite common in many areas of applied science, such as marketing, to segment data and to identify subgroups with specific features. Recent work shows that these methods are also useful in micro econometrics to analyze the behavior of workers in labor markets. Since these data are typically available as time series with discrete states, clustering kernels based on Markov chains with group-specific transition matrices are applied to capture both persistence in the individual time series as well as cross-sectional unobserved heterogeneity. Markov chains clustering has been applied to data from the Austrian labor market, (a) to understanding the effect of labor market entry conditions on long-run career developments for male workers (Frühwirth-Schnatter et al., 2012), (b) to study mothers’ long-run career patterns after first birth (Frühwirth-Schnatter et al., 2016), and (c) to study the effects of a plant closure on future career developments for male worker (Frühwirth-Schnatter et al., 2018). To capture non- stationary effects for the later study, time-inhomogeneous Markov chains based on time-varying group specific transition matrices are introduced as clustering kernels. For all applications, a mixture-of-experts formulation helps to understand which workers are likely to belong to a particular group. Finally, it will be shown that Markov chain clustering is also useful in a business application in marketing and helps to identify loyal consumers within a customer relationship management (CRM) program. Data mining methods based on finite mixture models are quite common in many areas of applied science, such as marketing, to segment data and to identify subgroups with specific features. Recent work shows that these methods are also useful in micro econometrics to analyze the behavior of workers in labor markets. Since these data are typically available as time series with discrete states, clustering kernels based on Markov chains with ...

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Documents 62H30 | enregistrements trouvés : 68

Bayesian econometrics in the Big Data Era Frühwirth-Schnatter, Sylvia | CIRM H Nouveau

A modern course on statistical distributions in scientific work,vol. 2proceedings of the nato advanced institute held at the university of calgary,a lberta,canada july 29 - august 10,1974 Kotz, S. ; Ord, J. K. ; Patil, G. P. | D. Reidel Publisher Co. 1975 Nouveau

Discrominant analysis and applicationsproceedings of the nato advanced study institut on...June 8-20 Cacoullos, T. | Academic Press 1973 Nouveau

Classification and clusteringproceedings of an advanced seminar conduted by the Mathematics Research Centerthe University of WisconsinMay 3-5 Van Ryzin, J. | Academic Press 1977 Nouveau

Artificial intelligence and statisticspapers prepared for the workshop on... held in april1985,in princeton,n.j. Gale, William A. | Addison-Wesley Publishing Company 1986 Nouveau

Recent developments in clustering and data analysisproceedings of the Japanese-French scientific seminar, in Tokyo, Japan, March 24-26, 1987 Diday, Edwin ; Hayashi, Chikio ; Jambu, Michel ; Oshumi, Noboru | Academic Press 1988 Nouveau

First European congress of mathematics. Vol. I :July 6 - 10, at the Sorbonne and Panthéon-Sorbonne Universities Joseph, D. D. ; Mignot, F. ; Murat, F. | Birkhäuser Verlag 1994 Nouveau

Control and estimation of distributed parameter systems :international conference in Maria Trost on ...#July 15-21 Desch, W. ; Kappel, F. ; Kunisch, K. | Birkhäuser Verlag 2003 Nouveau

Classification, clustering and data analysis :recent advances and applications#papers presented at the 8th conference of the International Federation of Classication Societies (IFCS)#July 16-19 Jajuga, Krzysztof ; Sokolowski, Andrzej ; Bock, Hans-Hermann | Springer 2002 Nouveau

Bioconsensus :DIMACS working group meetings on bioconsensus#Oct. 25-26 and Oct. 2-5 Janowitz, M. F. ; Lapointe, F. J. ; McMorris, F. R. | American Mathematical Society 2003 Nouveau

Data depth :Robust multivariate analysis, computational geometry and applications#May 14-16 Liu, Regina Y. ; Serfling, Robert J. ; Souvaine, Diane L. | Amercian Mathematical Society 2006 Nouveau

Uncertainty in geometric computations#July 5-6 Winkler, Joab ; Niranjan, Mahesan | Kluwer Academic Publishers 2002 Nouveau

Information and classification:concept, methods and applications.Proceedings of the 16th annual conference of the "Gesellschaft für klassifikation e.V."Dortmund # April 1-3, 1992 Opitz, Otto ; Lausen, Berthold ; Klar, Rüdiger | Springer-Verlag 1993 Nouveau

Classification, clustering, and data mining applications:proceedings of the meeting of the international federation of classification societies (IFCS)Chicago # 15-18 July 2004 Banks, David ; House, Leanna ; McMorris, Frederick R. ; Arabie, Phipps ; Gaul, Wolfgang | Springer 2004 Nouveau

Data analysis, classification, and related methods.Papers from the 7th conference of the international federation of classification societies (IFCS-2000)Namur # July 11-14, 2000 Kiers, Henk A. L. ; Rasson, Jean-Paul ; Groenen, Patrick J. F. ; Schader, Martin | Springer 2000 Nouveau

Classification and related methods of data analysis.Proceedings of the first conference of the international federation of classification societies (IFCS)Aachen # June 29 - July 1, 1987 Bock, Hans H. | North-Holland 1988 Nouveau

New approaches in classification and data analysis :Proceedings of the fourth conference of the international federation of classification societies (IFCS'93)Paris # 1993 Diday, E. ; Lechevallier, Y. ; Schader, M. ; Bertrand, P. ; Burtschy, B. | Springer-Verlag 1994 Nouveau

Modèles pour l'analyse des données multidimensionnelles :quatrièmes journées d'étude en statistiqueC.I.R.M.oct. 15-19 Droesbeke, Jean-Jacques ; Fichet, Bernard ; Tassi, Philippe | Economica 1992 Nouveau

Modèles pour l'analyse des données multidimensionnelles : Droesbeke, Jean-Jacques ; Fichet, Bernard ; Tassi, Philippe | Publication de l'ASU 1990 Nouveau

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A modern course on statistical distributions in scientific work,vol. 2
proceedings of the nato advanced institute held at the university of calgary,a lberta,canada july 29 - august 10,1974 Kotz, S. ; Ord, J. K. ; Patil, G. P. | D. Reidel Publisher Co. 1975 Nouveau

Discrominant analysis and applications
proceedings of the nato advanced study institut on...
June 8-20 Cacoullos, T. | Academic Press 1973 Nouveau

Classification and clustering
proceedings of an advanced seminar conduted by the Mathematics Research Center
the University of Wisconsin
May 3-5 Van Ryzin, J. | Academic Press 1977 Nouveau

Artificial intelligence and statistics
papers prepared for the workshop on... held in april1985,in princeton,n.j. Gale, William A. | Addison-Wesley Publishing Company 1986 Nouveau

Recent developments in clustering and data analysis
proceedings of the Japanese-French scientific seminar, in Tokyo, Japan, March 24-26, 1987 Diday, Edwin ; Hayashi, Chikio ; Jambu, Michel ; Oshumi, Noboru | Academic Press 1988 Nouveau

First European congress of mathematics. Vol. I :
July 6 - 10, at the Sorbonne and Panthéon-Sorbonne Universities Joseph, D. D. ; Mignot, F. ; Murat, F. | Birkhäuser Verlag 1994 Nouveau

Control and estimation of distributed parameter systems :
international conference in Maria Trost on ...#July 15-21 Desch, W. ; Kappel, F. ; Kunisch, K. | Birkhäuser Verlag 2003 Nouveau

Classification, clustering and data analysis :
recent advances and applications#papers presented at the 8th conference of the International Federation of Classication Societies (IFCS)#July 16-19 Jajuga, Krzysztof ; Sokolowski, Andrzej ; Bock, Hans-Hermann | Springer 2002 Nouveau

Bioconsensus :
DIMACS working group meetings on bioconsensus#Oct. 25-26 and Oct. 2-5 Janowitz, M. F. ; Lapointe, F. J. ; McMorris, F. R. | American Mathematical Society 2003 Nouveau

Data depth :
Robust multivariate analysis, computational geometry and applications#May 14-16 Liu, Regina Y. ; Serfling, Robert J. ; Souvaine, Diane L. | Amercian Mathematical Society 2006 Nouveau

Information and classification:
concept, methods and applications.
Proceedings of the 16th annual conference of the "Gesellschaft für klassifikation e.V."
Dortmund # April 1-3, 1992 Opitz, Otto ; Lausen, Berthold ; Klar, Rüdiger | Springer-Verlag 1993 Nouveau

Classification, clustering, and data mining applications:
proceedings of the meeting of the international federation of classification societies (IFCS)
Chicago # 15-18 July 2004 Banks, David ; House, Leanna ; McMorris, Frederick R. ; Arabie, Phipps ; Gaul, Wolfgang | Springer 2004 Nouveau

Data analysis, classification, and related methods.
Papers from the 7th conference of the international federation of classification societies (IFCS-2000)
Namur # July 11-14, 2000 Kiers, Henk A. L. ; Rasson, Jean-Paul ; Groenen, Patrick J. F. ; Schader, Martin | Springer 2000 Nouveau

Classification and related methods of data analysis.
Proceedings of the first conference of the international federation of classification societies (IFCS)
Aachen # June 29 - July 1, 1987 Bock, Hans H. | North-Holland 1988 Nouveau

New approaches in classification and data analysis :
Proceedings of the fourth conference of the international federation of classification societies (IFCS'93)
Paris # 1993 Diday, E. ; Lechevallier, Y. ; Schader, M. ; Bertrand, P. ; Burtschy, B. | Springer-Verlag 1994 Nouveau

Modèles pour l'analyse des données multidimensionnelles :
quatrièmes journées d'étude en statistique
C.I.R.M.
oct. 15-19 Droesbeke, Jean-Jacques ; Fichet, Bernard ; Tassi, Philippe | Economica 1992 Nouveau