狄利克雷过程广义线性模型的混合物Dirichlet process mixtures of generalised linear models |
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课程网址: | http://videolectures.net/aistats2010_hannah_dpmog/ |
主讲教师: | Lauren A. Hannah |
开课单位: | 普林斯顿大学 |
开课时间: | 2010-05-20 |
课程语种: | 英语 |
中文简介: | 摘要提出了一种新的适应连续输入和分类输入的非参数回归方法,即广义线性模型的狄利克雷过程混合模型。给出了DP-GLM回归均值函数估计存在渐近无偏性的条件;然后,我们给出了一个实际的例子,当这些条件成立。我们在几个数据集上对DP-GLM进行了评价,并将其与包括回归树和高斯过程在内的现代非参数回归方法进行了比较。 |
课程简介: | We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLMs), a new method of nonparametric regression that accommodates continuous and categorical inputs, models a response variable locally by a generalized linear model. We give conditions for the existence and asymptotic unbiasedness of the DP-GLM regression mean function estimate; we then give a practical example for when those conditions hold. We evaluate DP-GLM on several data sets, comparing it to modern methods of nonparametric regression including regression trees and Gaussian processes. |
关 键 词: | 狄利克雷; 广义线性模型; 混合物 |
课程来源: | 视频讲座网 |
最后编审: | 2019-10-31:lxf |
阅读次数: | 52 |