Model selection for the localized mixture of experts models | |
Jiang, Yunlu1; Yu Conglian2; Ji Qinghua2 | |
刊名 | JOURNAL OF APPLIED STATISTICS |
2018 | |
卷号 | 45期号:11页码:1994-2006 |
关键词 | Localized mixture of experts models EM algorithm SCAD penalty function |
ISSN号 | 0266-4763 |
DOI | 10.1080/02664763.2017.1405914 |
英文摘要 | In this paper, we propose a penalized likelihood method to simultaneous select covariate, and mixing component and obtain parameter estimation in the localized mixture of experts models. We develop an expectation maximization algorithm to solve the proposed penalized likelihood procedure, and introduce a data-driven procedure to select the tuning parameters. Extensive numerical studies are carried out to compare the finite sample performances of our proposed method and other existing methods. Finally, we apply the proposed methodology to analyze the Boston housing price data set and the baseball salaries data set. |
WOS研究方向 | Mathematics |
语种 | 英语 |
出版者 | TAYLOR & FRANCIS LTD |
WOS记录号 | WOS:000436973300005 |
内容类型 | 期刊论文 |
源URL | [http://10.2.47.112/handle/2XS4QKH4/768] |
专题 | 上海财经大学 |
通讯作者 | Jiang, Yunlu |
作者单位 | 1.Jinan Univ, Coll Econ, Dept Stat, Guangzhou 510632, Guangdong, Peoples R China; 2.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai, Peoples R China |
推荐引用方式 GB/T 7714 | Jiang, Yunlu,Yu Conglian,Ji Qinghua. Model selection for the localized mixture of experts models[J]. JOURNAL OF APPLIED STATISTICS,2018,45(11):1994-2006. |
APA | Jiang, Yunlu,Yu Conglian,&Ji Qinghua.(2018).Model selection for the localized mixture of experts models.JOURNAL OF APPLIED STATISTICS,45(11),1994-2006. |
MLA | Jiang, Yunlu,et al."Model selection for the localized mixture of experts models".JOURNAL OF APPLIED STATISTICS 45.11(2018):1994-2006. |
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