Adaptive Mixtures of Regressions: Improving Predictive Inference when Population has Changed

DOI10.1080/03610918.2012.758737zbMath1462.62409OpenAlexW4298419911MaRDI QIDQ2876167

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

switching regressionEM algorithmBayesian inferenceMCMC algorithmtransfer learningmixture of regressions

Mathematics Subject Classification ID

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

Related Items (2)

Adapting a classification rule to local and global shift when only unlabelled data are available ⋮ Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting

Uses Software

• funFEM

Cites Work

• A Markov model for switching regressions
• Estimating the dimension of a model
• Improving predictive inference under covariate shift by weighting the log-likelihood function
• A Generalized Discriminant Rule When Training Population and Test Population Differ on Their Descriptive Parameters
• Input-dependent estimation of generalization error under covariate shift
• Variable Selection in Finite Mixture of Regression Models
• Dealing With Label Switching in Mixture Models
• Hypothesis Testing in Mixture Regression Models

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