Robust Mean Change-Point Detecting through Laplace Linear Regression Using EM Algorithm
نویسندگان
چکیده
منابع مشابه
Robust clusterwise linear regression through trimming
The presence of clusters in a data set is sometimes due to the existence of certain relations among the measured variables which vary depending on some hidden factors. In these cases, observations could be grouped in a natural way around linear and nonlinear structures and, thus, the problem of doing robust clustering around linear affine subspaces has recently been tackled through the minimiza...
متن کاملRobust linear regression through PAC-Bayesian truncation
HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau...
متن کاملBayesian Logistic Regression Model Choice via Laplace-Metropolis Algorithm
Following a Bayesian statistical inference paradigm, we provide an alternative methodology for analyzing a multivariate logistic regression. We use a multivariate normal prior in the Bayesian analysis. We present a unique Bayes estimator associated with a prior which is admissible. The Bayes estimators of the coefficients of the model are obtained via MCMC methods. The proposed procedure...
متن کاملChange Point Estimation Using Nonparametric Regression
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...
متن کاملEM-based stepwise regression imputation using standard and robust methods
Imputation of missing values is one of the major tasks for data pre-processing in many areas. Whenever imputation of data from official statistics comes into mind, several (additional) challenges almost always arise, like large data sets, data sets consisting of a mixture of different variable types, or data outliers. The aim of this contribution is to propose an automatic algorithm called IRMI...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Applied Mathematics
سال: 2014
ISSN: 1110-757X,1687-0042
DOI: 10.1155/2014/856350