Chiong, Khai Xiang
Khai Xiang Chiong is an Assistant Professor of Marketing. His research interests include:
- Quantitative marketing
- Empirical industrial organization
- Machine learning
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Random Projection Estimation of Discrete-Choice Models with Large Choice Sets (Informs, 2018-04-06)We introduce random projection, an important dimension-reduction tool from machine learning, for the estimation of aggregate discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are ...
Estimation of Graphical Models Using the L₁,₂ Norm (John Wiley and Sons, 2018-09-14)Gaussian graphical models are recently used in economics to obtain networks of dependence among agents. A widely used estimator is the graphical least absolute shrinkage and selection operator (GLASSO), which amounts to a ...