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A Fast Iteration Method for Mixture Regression Problem

DOI: 10.4236/jamp.2015.39136, PP. 1100-1107

Keywords: Mixture Regression Problem, Fast Iteration Method, Model-Based Clustering

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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.

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