Gaussian Mixture Regression model with logistic weights, a penalized maximum likelihood approach
Statistics Theory
2013-04-10 v1 Statistics Theory
Abstract
We wish to estimate conditional density using Gaussian Mixture Regression model with logistic weights and means depending on the covariate. We aim at selecting the number of components of this model as well as the other parameters by a penalized maximum likelihood approach. We provide a lower bound on penalty, proportional up to a logarithmic term to the dimension of each model, that ensures an oracle inequality for our estimator. Our theoretical analysis is supported by some numerical experiments.
Cite
@article{arxiv.1304.2696,
title = {Gaussian Mixture Regression model with logistic weights, a penalized maximum likelihood approach},
author = {Lucie Montuelle and Erwan Le Pennec and Serge Cohen},
journal= {arXiv preprint arXiv:1304.2696},
year = {2013}
}