Unsupervised learning of mixture regression models for longitudinal data

doi:10.1016/j.csda.2018.03.012

CORC > 上海财经大学 > 上海财经大学

	Unsupervised learning of mixture regression models for longitudinal data
	Xu, Peirong 1; Peng, Heng 2; Huang, Tao 3
刊名	COMPUTATIONAL STATISTICS & DATA ANALYSIS
	2018-09
卷号	125 页码:44-56
关键词	Unsupervised learning Model selection Longitudinal data analysis Quasi-likelihood EM algorithm
ISSN号	0167-9473
DOI	10.1016/j.csda.2018.03.012
英文摘要	This paper is concerned with learning of mixture regression models for individuals that are measured repeatedly. The adjective "unsupervised" implies that the number of mixing components is unknown and has to be determined, ideally by data driven tools. For this purpose, a novel penalized method is proposed to simultaneously select the number of mixing components and to estimate the mixture proportions and unknown parameters in the models. The proposed method is capable of handling both continuous and discrete responses by only requiring the first two moment conditions of the model distribution. It is shown to be consistent in both selecting the number of components and estimating the mixture proportions and unknown regression parameters. Further, a modified EM algorithm is developed to seamlessly integrate model selection and estimation. Simulation studies are conducted to evaluate the finite sample performance of the proposed procedure. And it is further illustrated via an analysis of a primary biliary cirrhosis data set. (C) 2018 Elsevier B.V. All rights reserved.
WOS研究方向	Computer Science ; Mathematics
语种	英语
出版者	ELSEVIER SCIENCE BV
WOS记录号	WOS:000433655200004
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/541]
专题	上海财经大学
通讯作者	Huang, Tao
作者单位	1.Shanghai Normal Univ, Coll Math & Sci, Shanghai, Peoples R China; 2.Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China; 3.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Xu, Peirong,Peng, Heng,Huang, Tao. Unsupervised learning of mixture regression models for longitudinal data[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,2018,125:44-56.
APA	Xu, Peirong,Peng, Heng,&Huang, Tao.(2018).Unsupervised learning of mixture regression models for longitudinal data.COMPUTATIONAL STATISTICS & DATA ANALYSIS,125,44-56.
MLA	Xu, Peirong,et al."Unsupervised learning of mixture regression models for longitudinal data".COMPUTATIONAL STATISTICS & DATA ANALYSIS 125(2018):44-56.