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

DOI10.1080/03610918.2012.758737MaRDI QIDQ2876167zbMATH OpenOpenAlexFDO

Authors Julien Jacques, Charles Bouveyron

Publication date 18 August 2014

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2012.758737

zbMATH Keywords

Bayesian inferenceEM algorithmMCMC algorithmmixture of regressionsswitching regressiontransfer learning

Mathematics Subject Classification ID

Bayesian inference (62F15) Parametric inference under constraints (62F30) Linear regression; mixed models (62J05)

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Cites work

• A generalized discriminant rule when training population and test population differ on their descriptive parameters
• A Markov model for switching regressions
• Dealing With Label Switching in Mixture Models
• Estimating the dimension of a model
• Hypothesis Testing in Mixture Regression Models
• Improving predictive inference under covariate shift by weighting the log-likelihood function
• Input-dependent estimation of generalization error under covariate shift
• Variable Selection in Finite Mixture of Regression Models

Cited in

(4)

• Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting
• Adapting a classification rule to local and global shift when only unlabelled data are available
• Adaptive Regression by Mixing
• Adaptive Testing of Conditional Association Through Recursive Mixture Modeling

Describes a project that uses

Uses Software

• funFEM

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