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Hung Tong

Publications and source records attributed to Hung Tong.

4 recordsLinked to original sources

A Unified Framework for Heterogeneity, Contamination, and Missing Data in Multivariate Regression

Missing values, atypical observations, and heterogeneity across latent groups are common sources of complexity in regression data. The contaminated Gaussian cluster-weighted model (CG-CWM) provides a natural framework for handling atypical observations, including outliers and leverage points, in model-based clustering. We extend the CG-CWM to data with missing-at-random (MAR) values in both the response and covariate spaces. The proposed model provides clustering in regression analysis while distinguishing typical observations, outliers, and good and bad leverage points. By treating covariates as random, the model preserves assignment dependence, allowing them to contribute directly to cluster formation. Maximum likelihood estimation is performed through an expectation-conditional maximization (ECM) algorithm that accounts for four sources of incomplete information: missing responses and covariates, unknown component memberships, and latent contamination indicators. Conditional on these indicators, the joint distribution of responses and covariates is multivariate Gaussian, yielding closed-form conditional distributions for missing values and incorporating missingness uncertainty directly into parameter updates. Thus, missing values are handled within model fitting rather than by preliminary imputation. The framework provides clustering, clusterwise regression, model-based treatment of MAR values, and detection of atypical observations. Performance is assessed through numerical studies under varying levels of contamination and missingness patterns, and a real data application.

stat.ME

A New Look at Gaussian Mixtures in the Presence of Missing-at-Random Responses and Covariates

Missing values present a common challenge in statistical modeling, so handling them properly is an important research direction. Among the various mechanisms that can generate missing values, the most common is the missing-at-random (MAR) mechanism, in which the probability of missingness depends only on observed data and not on unobserved data. This paper addresses the problem of estimating a multivariate linear regression model with multiple random covariates in the presence of MAR values in both the response and covariate spaces using a maximum likelihood (ML) framework. The proposed methodology models the joint distribution of responses and covariates through a conditional-marginal factorization of a multivariate Gaussian distribution. This formulation can be interpreted as a reparameterization of the multivariate normal distribution when the variables can be naturally partitioned into responses and covariates. Parameter estimation is performed using the expectation-maximization (EM) algorithm, which facilitates the imputation of missing values while preserving the distinct roles of responses and covariates. We extend this framework to the model-based clustering setting by considering a mixture of multivariate linear regressions with multiple random covariates. This extension enables soft clustering under incomplete data and accommodates MAR values in both the multivariate responses and covariates. Hence, it represents one of the most general model-based clustering solutions for regression data currently available in the literature. The effectiveness of the methodology is demonstrated through a simulation study, and the advantages of the proposed reparameterization are illustrated using the Automobile dataset, which contains missing values.

stat.ME

El Nino Prediction Based on Weather Forecast and Geographical Time-series Data

This paper proposes a novel framework for enhancing the prediction accuracy and lead time of El Ni\~no events, crucial for mitigating their global climatic, economic, and societal impacts. Traditional prediction models often rely on oceanic and atmospheric indices, which may lack the granularity or dynamic interplay captured by comprehensive meteorological and geographical datasets. Our framework integrates real-time global weather forecast data with anomalies, subsurface ocean heat content, and atmospheric pressure across various temporal and spatial resolutions. Leveraging a hybrid deep learning architecture that combines a Convolutional Neural Network (CNN) for spatial feature extraction and a Long Short-Term Memory (LSTM) network for temporal dependency modeling, the framework aims to identify complex precursors and evolving patterns of El Ni\~no events.

cs.LG

Cluster analysis and outlier detection with missing data

A mixture of multivariate contaminated normal (MCN) distributions is a useful model-based clustering technique to accommodate data sets with mild outliers. However, this model only works when fitted to complete data sets, which is often not the case in real applications. In this paper, we develop a framework for fitting a mixture of MCN distributions to incomplete data sets, i.e. data sets with some values missing at random. We employ the expectation-conditional maximization algorithm for parameter estimation. We use a simulation study to compare the results of our model and a mixture of Student's t distributions for incomplete data.

stat.ME