Prediction of the Nash through penalized mixture of logistic regression models

DOI10.1214/20-AOAS1409MaRDI QIDQ2245174zbMATH OpenOpenAlexFDO

Authors Marie Morvan, Emilie Devijver, Madison Giacofci, Valérie Monbet

Publication date 15 November 2021

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/20-aoas1409

zbMATH Keywords

heterogeneous datamixture regression modelpredictionspectrometry datavariable selection

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Inference from stochastic processes and prediction (62M20) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• Penalized multimodal mixture logit model
• Mixture of Gaussian regressions model with logistic weights, a penalized maximum likelihood approach
• A general framework for prediction in penalized regression
• A penalized maximum likelihood approach for estimating mixture of regression models
• Partial penalization for the solution of generalized Nash equilibrium problems
• Optimal prediction in loglinear models
• Approximations of choice probabilities in mixed logit models
• Exact penalization of generalized Nash equilibrium problems

Cites work

• \(\ell_{1}\)-penalization for mixture regression models
• A globally convergent algorithm for Lasso-penalized mixture of linear regression models
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• Clusterwise analysis for multiblock component methods
• Consistent estimation of the order of mixture models.
• Estimating the dimension of a model
• Finite mixture models
• Fitting finite mixtures of generalized linear regressions in \textsf{R}
• From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation
• scientific article; zbMATH DE number 4159863 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 6438182 (Why is no real title available?)
• scientific article; zbMATH DE number 3340881 (Why is no real title available?)
• Information theoretic measures for clusterings comparison: variants, properties, normalization and correction for chance
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Model selection for the localized mixture of experts models
• Prediction with a flexible finite mixture-of-regressions
• Regularization in finite mixture of regression models with diverging number of parameters
• Sparse inverse covariance estimation with the graphical lasso
• Statistics in Epidemiology: The Case-Control Study
• To explain or to predict?
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Variable Selection in Finite Mixture of Regression Models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(2)

• Penalized trinomial logit models distinguish clinical stages in patients with hepatitis
• Tree-based heterogeneous block Gaussian graphical models

Describes a project that uses

Uses Software

• glasso
• flexmix

This page was built for publication: Prediction of the Nash through penalized mixture of logistic regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2245174)