Cluster‐Specific Variable Selection for Product Partition Models
Cluster‐Specific Variable Selection for Product Partition Models
复制标题
产品划分模型的集群特定变量选择
DOI:
10.1111/sjos.12151
复制
发表时间:
2015
影响因子:
1
通讯作者:
A. Papoila
中科院分区:
文献类型:
--
作者:
F. Quintana;P. Müller;A. Papoila
We propose a random partition model that implements prediction with many candidate covariates and interactions. The model is based on a modified product partition model that includes a regression on covariates by favouring homogeneous clusters in terms of these covariates. Additionally, the model allows for a cluster‐specific choice of the covariates that are included in this evaluation of homogeneity. The variable selection is implemented by introducing a set of cluster‐specific latent indicators that include or exclude covariates. The proposed model is motivated by an application to predicting mortality in an intensive care unit in Lisboa, Portugal.
影响因子:
0.9
作者:
Muellner, Peter;Quintana, Fernando
通讯作者:
Quintana, Fernando