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Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership

Gregor Zens

arXiv 13 Sep 2018 · Econometrics · publishedAdvances in Data Analysis and Classification (2019) · 5 citations (OpenAlex)

arXiv:1809.04853 · PDF · DOI · OpenAlex · Extracted main text

Abstract

A method for implicit variable selection in mixture of experts frameworks is proposed. We introduce a prior structure where information is taken from a set of independent covariates. Robust class membership predictors are identified using a normal gamma prior. The resulting model setup is used in a finite mixture of Bernoulli distributions to find homogenous clusters of women in Mozambique based on their information sources on HIV. Fully Bayesian inference is carried out via the implementation of a Gibbs sampler.

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Polson, N. G., Scott, J. G., and Windle, J (2013) Bayesian inference for logistic models using pólya–gamma latent variables1.00084100%
2Frühwirth-Schnatter, S (2006) Finite mixture and Markov switching models1.00053100%
3Griffin, J. E. and Brown, P. J (2010) Inference with normal-gamma prior distributions in regression problems0.92843100%
4Gormley, I. C. and Frühwirth-Schnatter, S (2018) Mixture of expert models0.81142100%
5Frühwirth-Schnatter, S (2004) Estimating marginal likelihoods for mixture and markov switching models using bridge sampling techniques0.7375260%
6George, E. I. and McCulloch, R. E (1993) Variable selection via gibbs sampling0.73732100%
7Ghosh, J., Herring, A. H., and Siega-Riz, A. M (2011) Bayesian variable selection for latent class models0.73732100%
8Malsiner-Walli, G., Frühwirth-Schnatter, S., and Grün, B (2016) Model-based clustering based on sparse finite gaussian mixtures0.73732100%
9Bitto, A. and Frühwirth-Schnatter, S (2018) Achieving shrinkage in a time-varying parameter model framework0.6443267%
10Lenk, P. J. and DeSarbo, W. S (2000) Bayesian inference for finite mixtures of generalized linear models with random effects0.64422100%

Showing the top 10 of 61 scored citations.