Cluster‐Specific Variable Selection for Product Partition Models

Cluster‐Specific Variable Selection for Product Partition Models
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产品划分模型的集群特定变量选择

DOI:
10.1111/sjos.12151
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发表时间:
2015
影响因子:
1
通讯作者:
A. Papoila
A. Papoila
中科院分区:
数学4区
文献类型:
--
作者:
F. Quintana;P. Müller;A. Papoila

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我们提出了一种随机分区模型,该模型可以通过许多候选协变量和交互来实现预测。该模型基于修改后的产品划分模型,其中包括通过根据协变量支持同质聚类来对协变量进行回归。此外,该模型允许对包含在同质性评估中的协变量进行特定于簇的选择。变量选择是通过引入一组包含或排除协变量的特定于簇的潜在指标来实现的。所提出的模型的动机是预测葡萄牙里斯本重症监护病房的死亡率。
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.
DOI: 10.1016/j.jspi.2010.03.002
发表时间: 2010-10-01
影响因子: 0.9
作者:
Muellner, Peter;Quintana, Fernando
通讯作者: Quintana, Fernando