A data-driven reversible jump for estimating a finite mixture of regression models

DOI10.1007/S11749-022-00835-WMaRDI QIDQ6169919zbMATH OpenOpenAlexFDO

Authors Gustavo Alexis Sabillón, Luiz Gabriel Fernandes Cotrim, Daiane Aparecida Zuanetti

Publication date 12 July 2023

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11749-022-00835-w

zbMATH Keywords

classification proceduredata-driven methodsmodel selectionrobust regression model

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

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Cites work

• A generalized mixture model applied to diabetes incidence data
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• Clustering multivariate data using factor analytic Bayesian mixtures with an unknown number of components
• Handling the label switching problem in latent class models via the ECR algorithm
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• scientific article; zbMATH DE number 1085980 (Why is no real title available?)
• Informed reversible jump algorithms
• Jeffreys priors for mixture estimation: properties and alternatives
• Mixture of regression models with varying mixing proportions: a semiparametric approach
• Model selection in finite mixture of regression models: a Bayesian approach with innovative weightedgpriors and reversible jump Markov chain Monte Carlo implementation
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Robust fitting of mixture regression models
• Robust mixture regression modeling based on scale mixtures of skew-normal distributions
• Splitting and merging components of a nonconjugate Dirichlet process mixture model
• Variable Selection in Finite Mixture of Regression Models
• Weakly Informative Reparameterizations for Location-Scale Mixtures

Cited in

(3)

• A novel reversible jump algorithm for generalized linear models
• Model selection in finite mixture of regression models: a Bayesian approach with innovative weightedgpriors and reversible jump Markov chain Monte Carlo implementation
• Reversible Jump PDMP Samplers for Variable Selection

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