Computer Science ›› 2014, Vol. 41 ›› Issue (2): 136-140.

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EM Algorithm for Latent Regression Model

HAN Zhong-ming,LV Tao,ZHANG Hui and JIANG Tong-qiang   

  • Online:2018-11-14 Published:2018-11-14

Abstract: There have a very wide range of applications for latent variable regression model.Estimation of the parameters of latent variable regression models depends on the assumptions of the distribution of the independent variables.Based on the Beta distribution of the independent variables,an EM algorithm for parameters estimation of latent regression model was proposed in this paper.The detailed solution process in the model was derived.Newton method for solving parameter of Beta distribution was given.Furthermore,an initial value selection algorithm was proposed.Comprehensive experiments were conducted based on simulation datasets and real dataset.The experimental results show that the EM algorithm can efficiently estimate parameters with different distribution shapes of latent regression models.

Key words: Latent regression model,EM algorithm,Regression model

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