TITLE:
A Fast Iteration Method for Mixture Regression Problem
AUTHORS:
Dawei Lang, Wanzhou Ye
KEYWORDS:
Mixture Regression Problem, Fast Iteration Method, Model-Based Clustering
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.3 No.9,
September
8,
2015
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.