• français
    • English
  • English 
    • français
    • English
  • Login
JavaScript is disabled for your browser. Some features of this site may not work without it.
BIRD Home

Browse

This CollectionBy Issue DateAuthorsTitlesSubjectsJournals BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesSubjectsJournals

My Account

Login

Statistics

View Usage Statistics

Estimating Mixtures of Regressions

Thumbnail
View/Open
Regresmix.ps.gz (1012.Kb)
Date
2003
Dewey
Probabilités et mathématiques appliquées
Sujet
birth-and-death technique; switching regression models; mixture models; Bayesian inference
Journal issue
Journal of Computational and Graphical Statistics
Volume
12
Number
1
Publication date
2003
Article pages
55-79
Publisher
American Statistical Association
DOI
http://dx.doi.org/10.1198/1061860031329
URI
https://basepub.dauphine.fr/handle/123456789/6283
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Hurn, Merrilee
Justel, Ana
Robert, Christian P.
Type
Article accepté pour publication ou publié
Abstract (EN)
This article shows how Bayesian inference for switching regression models and their generalizations can be achieved by the specification of loss functions which overcome the label switching problem common to all mixture models. We also derive an extension to models where the number of components in the mixture is unknown, based on the birthand-death technique developed in recent literature. The methods are illustrated on various real datasets.

  • Accueil Bibliothèque
  • Site de l'Université Paris-Dauphine
  • Contact
SCD Paris Dauphine - Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16

 Content on this site is licensed under a Creative Commons 2.0 France (CC BY-NC-ND 2.0) license.