Back to Search Start Over

Mod\`ele \`a processus latent et algorithme EM pour la r\'egression non lin\'eaire

Authors :
Chamroukhi, Faicel
Samé, Allou
Govaert, Gérard
Aknin, Patrice
Source :
Revue des Nouvelles Technologies de l'Information (RNTI), Statistique et nouvelles technologies de l'information (2011) 15-32
Publication Year :
2013

Abstract

A non linear regression approach which consists of a specific regression model incorporating a latent process, allowing various polynomial regression models to be activated preferentially and smoothly, is introduced in this paper. The model parameters are estimated by maximum likelihood performed via a dedicated expecation-maximization (EM) algorithm. An experimental study using simulated and real data sets reveals good performances of the proposed approach.

Details

Database :
arXiv
Journal :
Revue des Nouvelles Technologies de l'Information (RNTI), Statistique et nouvelles technologies de l'information (2011) 15-32
Publication Type :
Report
Accession number :
edsarx.1312.6978
Document Type :
Working Paper