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arXiv 2007.06635stat.MEstat.APstat.CO
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删失数据的混合线性专家模型:一种新的尺度混合正态分布方法

Mixture of linear experts model for censored data: A novel approach with scale-mixture of normal distributions

Elham Mirfarah, Mehrdad Naderi, Ding-Geng Chen

摘要:

经典的线性专家混合模型(MoE)是数据建模、分类和聚类的常用统计框架之一。经典的MoE模型建立在误差项的正态性假设基础上,具有两个挑战:1)对非典型观测值和离群值敏感; 2)对删失数据可能产生误导性的推断结果。然后,本文旨在解决这两个挑战,同时,提出了一种新的鲁棒MoE模型的基于模型的聚类和判别删失数据与未观察到的误差项的正态分布类的尺度混合。基于这个新的模型,我们开发了一个分析的期望最大化(EM)型算法,以获得极大似然参数估计。仿真研究进行了检查所提出的方法的性能,有效性和鲁棒性。最后,通过实际数据验证了新模型的优越性.

英文摘要:

The classical mixture of linear experts (MoE) model is one of the widespread statistical frameworks for modeling, classification, and clustering of data. Built on the normality assumption of the error terms for mathematical and computational convenience, the classical MoE model has two challenges: 1) it is sensitive to atypical observations and outliers, and 2) it might produce misleading inferential results for censored data. The paper is then aimed to resolve these two challenges, simultaneously, by proposing a novel robust MoE model for model-based clustering and discriminant censored data with the scale-mixture of normal class of distributions for the unobserved error terms. Based on this novel model, we develop an analytical expectation-maximization (EM) type algorithm to obtain the maximum likelihood parameter estimates. Simulation studies are carried out to examine the performance, effectiveness, and robustness of the proposed methodology. Finally, real data is used to illustrate the superiority of the new model.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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