Latent mixture modeling for clustered data

Latent mixture modeling for clustered data
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聚类数据的潜在混合建模

DOI:
10.1007/s11222-018-9821-7
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发表时间:
2018
影响因子:
2.2
通讯作者:
Kawakubo Yuki
Kawakubo Yuki
中科院分区:
数学2区
文献类型:
--
作者:
Sugasawa Shonosuke;Kobayashi Genya;Kawakubo Yuki

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本文提出了一种混合建模方法来估计聚类(分组)数据中的聚类条件分布。我们适应的混合专家模型的潜在分布,并提出了一个模型,其中每个集群明智的密度表示为一个混合的潜在专家与集群明智的混合比例分布为Dirichlet分布。模型参数的估计,通过最大化的边际似然函数使用新开发的蒙特卡罗期望最大化算法。我们还扩展了模型,使集群的混合比例的分布取决于一些集群级协变量。通过仿真研究,将该模型的有限样本性能与一些现有的混合建模方法以及混合效应模型进行了比较。该模型还说明了在日本公布的土地价格数据。
This article proposes a mixture modeling approach to estimating cluster-wise conditional distributions in clustered (grouped) data. We adapt the mixture-of-experts model to the latent distributions, and propose a model in which each cluster-wise density is represented as a mixture of latent experts with cluster-wise mixing proportions distributed as Dirichlet distribution. The model parameters are estimated by maximizing the marginal likelihood function using a newly developed Monte Carlo Expectation–Maximization algorithm. We also extend the model such that the distribution of cluster-wise mixing proportions depends on some cluster-level covariates. The finite sample performance of the proposed model is compared with some existing mixture modeling approaches as well as mixed effects models through the simulation studies. The proposed model is also illustrated with the posted land price data in Japan.
用于聚类三向数据集的分层混合模型
DOI: --
发表时间: 2007
影响因子: 1.8
作者:
J. Vermunt
通讯作者: J. Vermunt
DOI: 10.1111/j.2517-6161.1977.tb01600.x
发表时间: 1977-01-01
期刊: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL
影响因子: --
作者:
DEMPSTER, AP;LAIRD, NM;RUBIN, DB
通讯作者: RUBIN, DB
2×2 表的发表偏差和荟萃分析:平均马尔可夫链蒙特卡罗 EM 算法
DOI: 10.1111/1467-9868.00334
发表时间: 2002
期刊: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
影响因子: --
作者:
J. Shi;J. Copas
通讯作者: J. Copas