I dedicate this dissertation to my parents. iii Acknowledgments I would like to thank the following people who made this possible, my advisors, and my committee members. Without their guidance, I would never be able to finish my PhD work. First, I would like to express my deepest gratitude to my two advisors, Prof. Carlotta Domeniconi, and Prof. Kathryn B. Laskey. Prof. Domeniconi introduced me to the research area of machine learning, and gave me the environment and guidance to do research. Prof. Laskey guided me through the challenges and difficulties of Bayesian statistics. Further, both Prof. Domeniconi and Prof. Laskey helped me to develop crucial research-related abilities, writing and presenting, which greatly increased my research c...