Adaptive mixtures of regressions: Improving predictive inference when population has changed - Archive ouverte HAL Access content directly
Journal Articles Communications in Statistics - Simulation and Computation Year : 2014

Adaptive mixtures of regressions: Improving predictive inference when population has changed

Abstract

The present work investigates the estimation of regression mixtures when population has changed between the training and the prediction stages. Two approaches are proposed: a parametric approach modelling the relationship between dependent variables of both populations, and a Bayesian approach in which the priors on the prediction population depend on the mixture regression parameters of the training population. The relevance of both approaches is illustrated on simulations and on an environmental dataset.
Fichier principal
Vignette du fichier
AdaptMixtReg-v2.pdf (549.61 Ko) Télécharger le fichier
Origin Files produced by the author(s)
Loading...

Dates and versions

hal-00477597 , version 1 (29-04-2010)
hal-00477597 , version 2 (19-09-2011)
hal-00477597 , version 3 (13-10-2012)

Identifiers

Cite

Charles Bouveyron, Julien Jacques. Adaptive mixtures of regressions: Improving predictive inference when population has changed. Communications in Statistics - Simulation and Computation, 2014, 43 (10), pp.22. ⟨10.1080/03610918.2012.758737⟩. ⟨hal-00477597v3⟩
293 View
335 Download

Altmetric

Share

Gmail Mastodon Facebook X LinkedIn More