A Fast Iteration Method for Mixture Regression Problem
A Fast Iteration Method for Mixture Regression Problem作者机构：College of Sciences Shanghai University Shanghai China
出 版 物：《Journal of Applied Mathematics and Physics》 (应用数学与应用物理（英文）)
年 卷 期：2015年第3卷第9期
页 面：1100-1107页
主 题：Mixture Regression Problem Fast Iteration Method Model-Based Clustering
摘 要：In this paper, we propose a Fast Iteration Method for solving mixture regression problem, which can be treated as a model-based clustering. Compared to the EM algorithm, the proposed method is faster, more flexible and can solve mixture regression problem with different error distributions (i.e. Laplace and t distribution). Extensive numeric experiments show that our proposed method has better performance on randomly simulations and real data.
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