@article{jeong_ghosal_2021, title={Posterior contraction in sparse generalized linear models}, volume={108}, ISSN={["1464-3510"]}, DOI={10.1093/biomet/asaa074}, abstractNote={Summary We study posterior contraction rates in sparse high-dimensional generalized linear models using priors incorporating sparsity. A mixture of a point mass at zero and a continuous distribution is used as the prior distribution on regression coefficients. In addition to the usual posterior, the fractional posterior, which is obtained by applying Bayes theorem with a fractional power of the likelihood, is also considered. The latter allows uniformity in posterior contraction over a larger subset of the parameter space. In our set-up, the link function of the generalized linear model need not be canonical. We show that Bayesian methods achieve convergence properties analogous to lasso-type procedures. Our results can be used to derive posterior contraction rates in many generalized linear models including logistic, Poisson regression and others.}, number={2}, journal={BIOMETRIKA}, author={Jeong, Seonghyun and Ghosal, Subhashis}, year={2021}, month={Jun}, pages={367–379} }
@article{jeong_ghosal_2021, title={Unified Bayesian theory of sparse linear regression with nuisance parameters}, volume={15}, ISSN={["1935-7524"]}, DOI={10.1214/21-EJS1855}, abstractNote={We study frequentist asymptotic properties of Bayesian procedures for high-dimensional Gaussian sparse regression when unknown nuisance parameters are involved. Nuisance parameters can be finite-, high-, or infinite-dimensional. A mixture of point masses at zero and continuous distributions is used for the prior distribution on sparse regression coefficients, and appropriate prior distributions are used for nuisance parameters. The optimal posterior contraction of sparse regression coefficients, hampered by the presence of nuisance parameters, is also examined and discussed. It is shown that the procedure yields strong model selection consistency. A Bernstein-von Mises-type theorem for sparse regression coefficients is also obtained for uncertainty quantification through credible sets with guaranteed frequentist coverage. Asymptotic properties of numerous examples are investigated using the theory developed in this study.}, number={1}, journal={ELECTRONIC JOURNAL OF STATISTICS}, author={Jeong, Seonghyun and Ghosal, Subhashis}, year={2021}, pages={3040–3111} }
@article{ning_jeong_ghosal_2020, title={Bayesian linear regression for multivariate responses under group sparsity}, volume={26}, ISSN={["1573-9759"]}, DOI={10.3150/20-BEJ1198}, abstractNote={We study frequentist properties of a Bayesian high-dimensional multivariate linear regression model with correlated responses. The predictors are separated into many groups and the group structure is pre-determined. Two features of the model are unique: (i) group sparsity is imposed on the predictors; (ii) the covariance matrix is unknown and its dimensions can also be high. We choose a product of independent spike-and-slab priors on the regression coefficients and a new prior on the covariance matrix based on its eigendecomposition. Each spike-and-slab prior is a mixture of a point mass at zero and a multivariate density involving the $\ell_{2,1}$-norm. We first obtain the posterior contraction rate, the bounds on the effective dimension of the model with high posterior probabilities. We then show that the multivariate regression coefficients can be recovered under certain compatibility conditions. Finally, we quantify the uncertainty for the regression coefficients with frequentist validity through a Bernstein–von Mises type theorem. The result leads to selection consistency for the Bayesian method. We derive the posterior contraction rate using the general theory by constructing a suitable test from the first principle using moment bounds for certain likelihood ratios. This leads to posterior concentration around the truth with respect to the average Rényi divergence of order $1/2$. This technique of obtaining the required tests for posterior contraction rate could be useful in many other problems.}, number={3}, journal={BERNOULLI}, author={Ning, Bo and Jeong, Seonghyun and Ghosal, Subhashis}, year={2020}, month={Aug}, pages={2353–2382} }
@article{handfield_jeong_choi_2019, title={Emerging procurement technology: data analytics and cognitive analytics}, volume={49}, ISBN={1758-664X}, url={http://www.scopus.com/inward/record.url?eid=2-s2.0-85066024508&partnerID=MN8TOARS}, DOI={10.1108/IJPDLM-11-2017-0348}, abstractNote={Purpose The purpose of this paper is to elucidate the emerging landscape of procurement analytics. This paper focuses on the following questions: what are the current and future state of procurement analytics?; what changes in the procurement process will be required to enable integration of analytical solutions?; and what future areas of research arise when considering the future state of procurement analytics? Design/methodology/approach This paper employs a qualitative approach that relies on three sources of information: executive interviews, a review of current and emerging technology platforms and a small survey of subject matter experts in the field. Findings The procurement analytics landscape developed in this research suggests that the authors will continue to see major shifts in the sourcing and supply chain technology environment in the next five years. However, there currently exists a low usage of advanced procurement analytics, and data integrity and quality issues are preventing significant advances in analytics. This study identifies the need for organizations to establish a coherent approach to collection and storage of trusted organizational data that build on internal sources of spend analysis and contract databases. In addition, current ad hoc approaches to capturing unstructured data must be replaced by a systematic data governance strategy. An important element for organizations in this evolution is managing change and the need to nourish an analytic culture. Originality/value While the majority of forward-looking research and reports merely project broad technological impact of cognitive analytics and big data, much of it does not provide specific insights into functional impacts such as the impact on procurement. The analysis of this study provides us with a clear view of the potential for business analytics and cognitive analytics to be employed in procurement processes, and contributes to development of related research topics for future study. In addition, this study suggests detailed implementation strategies of emerging procurement technologies, contributing to the existing body of the literature and industry reports.}, number={10}, journal={INTERNATIONAL JOURNAL OF PHYSICAL DISTRIBUTION & LOGISTICS MANAGEMENT}, author={Handfield, Robert and Jeong, Seongkyoon and Choi, Thomas}, year={2019}, pages={972–1002} }
@article{park_jeong_2018, title={Analysis of Poisson varying-coefficient models with autoregression}, volume={52}, DOI={10.1080/02331888.2017.1353514}, abstractNote={In the regression analysis of time series of event counts, it is of interest to account for serial dependence that is likely to be present among such data as well as a nonlinear interaction between the expected event counts and predictors as a function of some underlying variables. We thus develop a Poisson autoregressive varying-coefficient model, which introduces autocorrelation through a latent process and allows regression coefficients to nonparametrically vary as a function of the underlying variables. The nonparametric functions for varying regression coefficients are estimated with data-driven basis selection, thereby avoiding overfitting and adapting to curvature variation. An efficient posterior sampling scheme is devised to analyse the proposed model. The proposed methodology is illustrated using simulated data and daily homicide data in Cali, Colombia.}, number={1}, journal={Statistics}, author={Park, T. and Jeong, S.}, year={2018}, pages={34–49} }
@article{jeong_park_park_2017, title={Analysis of binary longitudinal data with time-varying effects}, volume={112}, ISSN={["1872-7352"]}, DOI={10.1016/j.csda.2017.03.007}, abstractNote={This paper considers the analysis of longitudinal data where a binary response variable is observed repeatedly for each subject over time. In analyzing such data, regression coefficients are commonly assumed constant over time, which may not properly account for the time-varying effects of some subject characteristics on a sequence of binary outcomes. This paper proposes a Bayesian method for the analysis of binary longitudinal data with time-varying regression coefficients and random effects to account for nonlinear subject-specific effects over time as well as between-subject variation. The proposed method facilitates posterior computation via the method of partial collapse and accommodates spatially inhomogeneous smoothness of nonparametric functions without overfitting via a basis search technique. The proposed method is illustrated with a simulated study and the binary longitudinal data from the German socioeconomic panel study.}, journal={COMPUTATIONAL STATISTICS & DATA ANALYSIS}, author={Jeong, Seonghyun and Park, Minjae and Park, Taeyoung}, year={2017}, month={Aug}, pages={145–153} }