A Fast Iteration Method for Mixture Regression Problem ()
Abstract
In this paper, we propose a Fast Iteration Method for solving mixture regression problem, which can be treated as a model-based clustering. Compared to the EM algorithm, the proposed method is faster, more flexible and can solve mixture regression problem with different error distributions (i.e. Laplace and t distribution). Extensive numeric experiments show that our proposed method has better performance on randomly simulations and real data.
Share and Cite:
Lang, D. and Ye, W. (2015) A Fast Iteration Method for Mixture Regression Problem.
Journal of Applied Mathematics and Physics,
3, 1100-1107. doi:
10.4236/jamp.2015.39136.
Conflicts of Interest
The authors declare no conflicts of interest.
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